Pages that link to "Item:Q2958270"
From MaRDI portal
The following pages link to Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270):
Displaying 12 items.
- 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)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← 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)
- Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
- Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
- (Q3052503) (← links)
- Five-stage Milstein methods for SDEs (Q4903573) (← links)
- (Q4920594) (← links)
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)
