Pages that link to "Item:Q1587308"

The following pages link to Adams-type methods for the numerical solution of stochastic ordinary differential equations (Q1587308):

Displaying 21 items.

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
• Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
• Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations (Q2017241) (← links)
• Solving high-order uncertain differential equations via Adams-Simpson method (Q2052285) (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
• Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
• Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
• Numerical solution of random differential initial value problems: Multistep methods (Q3068390) (← links)
• The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
• (Q3133746) (← links)
• The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
• Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
• The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)