Pages that link to "Item:Q2814094"

The following pages link to High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2814094):

Displaying 8 items.

• Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
• Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
• (Q5196518) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)