Pages that link to "Item:Q829106"

The following pages link to Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106):

Displaying 8 items.

• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
• Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
• On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
• (Q5038019) (← links)
• Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)