Pages that link to "Item:Q2306406"

The following pages link to Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406):

Displaying 15 items.

• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
• Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785) (← links)
• Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations (Q3385666) (← links)
• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
• Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
• (Q6121376) (← links)
• (Q6121996) (← links)
• Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
• Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model (Q6167767) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
• Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)