Pages that link to "Item:Q2237930"
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The following pages link to Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930):
Displaying 10 items.
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- (Q5195357) (← links)
- Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
- (Q6121376) (← links)
- Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q6159578) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
- Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)
