Pages that link to "Item:Q2356076"

The following pages link to Two-step Milstein schemes for stochastic differential equations (Q2356076):

Displaying 23 items.

• Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917) (← links)
• Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
• Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785) (← links)
• On Two-step Schemes for SDEs with Small Noise (Q2954561) (← links)
• (Q3052503) (← links)
• Five-stage Milstein methods for SDEs (Q4903573) (← links)
• (Q4920594) (← links)
• Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
• THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM (Q5204540) (← links)
• Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
• Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)