Pages that link to "Item:Q2468135"
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The following pages link to Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135):
Displaying 14 items.
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← 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)
- Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
- Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- The mean-square convergence of stochastic iterative procedures in ill-posed problems (Q3033219) (← links)
- Convergence properties and step size estimation for MLMS algorithm (Q4810967) (← links)
- Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
- Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
