Pages that link to "Item:Q1861961"

The following pages link to Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961):

Displaying 16 items.

• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Stability of a saddle node bifurcation under numerical approximations (Q814048) (← links)
• T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise (Q969172) (← links)
• A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
• A stochastic scheme of approximation for ordinary differential equations (Q1038845) (← links)
• Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• One-step approximations for stochastic functional differential equations (Q2490728) (← links)
• Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
• Convergence of numerical schemes for stochastic differential equations (Q2724977) (← links)
• The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
• Short Lecture Session (Q4295106) (← links)