Pages that link to "Item:Q1785531"
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The following pages link to Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531):
Displaying 6 items.
- Environmental stochastic effects on phytoplankton-zooplankton dynamics (Q783628) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
- A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems (Q6598976) (← links)
- Wong-Zakai approximation of stochastic Volterra integral equations (Q6656577) (← links)