Pages that link to "Item:Q455819"
From MaRDI portal
The following pages link to Strong predictor-corrector Euler-Maruyama methods for stochastic differential equations with Markovian switching (Q455819):
Displaying 6 items.
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725) (← links)
- Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
- Mode-dependent non-fragile observer-based controller design for fractional-order T-S fuzzy systems with Markovian jump via non-PDC scheme (Q2304030) (← links)
- Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations (Q2992641) (← links)
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
- MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations (Q4626865) (← links)
