The following pages link to (Q3052503):
Displaying 7 items.
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← 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)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- (Q4920594) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
