Pages that link to "Item:Q2007526"

The following pages link to Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526):

Displaying 14 items.

• Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
• Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q1758398) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
• A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
• Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• Polynomial Propagation of Moments in Stochastic Differential Equations (Q6171191) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)