Pages that link to "Item:Q2496261"

The following pages link to Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261):

Displaying 11 items.

• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations (Q2465405) (← links)
• Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)
• Adaptive time-stepping and computational stability (Q2570080) (← links)
• An adaptive Euler-Maruyama scheme for SDEs: convergence and stability (Q5294120) (← links)
• The Effective Stability of Adaptive Timestepping ODE Solvers (Q5470911) (← links)