The following pages link to (Q4920594):
Displaying 16 items.
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
- A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
- Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
- Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785) (← links)
- An error corrected split Euler-Maruyama method (Q2990906) (← links)
- (Q3052503) (← links)
- Five-stage Milstein methods for SDEs (Q4903573) (← links)
- (Q5078985) (← links)
- (Q5155921) (← links)
- Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
- Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)
