The following pages link to (Q3618396):
Displaying 8 items.
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- Approximate representations of solutions to SVIEs, and an application to numerical analysis (Q504880) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics (Q3462229) (← links)
- Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
- (Q5155921) (← links)
- Convergence Analysis for Splitting of the Abstract Differential Riccati Equation (Q5245404) (← links)
- Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487) (← links)
