Pages that link to "Item:Q2244530"

The following pages link to Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530):

Displaying 8 items.

• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (Q2074870) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785) (← links)
• Five-stage Milstein methods for SDEs (Q4903573) (← links)
• Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)