Pages that link to "Item:Q4796574"
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The following pages link to EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574):
Displaying 7 items.
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952) (← links)
- Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- A weak form of stochastic Newmark method with applications to engineering dynamical systems (Q1401091) (← links)
- Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)