Pages that link to "Item:Q2247119"

The following pages link to Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119):

Displaying 5 items.

• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
• Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q6380034) (← links)
• A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)