Pages that link to "Item:Q2333223"
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The following pages link to Generalized two-step Maruyama methods for stochastic differential equations (Q2333223):
Displaying 7 items.
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
- Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)