Pages that link to "Item:Q2246428"

The following pages link to Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428):

Displaying 6 items.

• The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2814094) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching (Q6550277) (← links)
• An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)