Pages that link to "Item:Q6156281"
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The following pages link to Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281):
Displaying 3 items.
- Strong convergence of a half-explicit Euler scheme for constrained stochastic mechanical systems (Q5077068) (← links)
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises (Q6593329) (← links)
- An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)