Pages that link to "Item:Q2009593"
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The following pages link to Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593):
Displaying 15 items.
- Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods (Q826698) (← links)
- Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
- Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
- Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
- Strong convergence of the truncated Milstein numerical solution of neutral stochastic delay differential equations (Q3385163) (← links)
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
- The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
- Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
- Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations (Q6608472) (← links)
