Pages that link to "Item:Q5470438"

The following pages link to Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise (Q5470438):

Displaying 30 items.

• Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• Local error estimates for moderately smooth problems. I: ODEs and DAEs (Q878206) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Collocation methods for nonlinear stochastic Volterra integral equations (Q2027681) (← links)
• An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
• Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
• A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• A Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy Input (Q5378346) (← links)
• Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
• (Q5713268) (← links)
• Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
• Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations (Q6106390) (← links)
• Computational solution of stochastic differential equations (Q6607906) (← links)