Pages that link to "Item:Q4976104"

The following pages link to A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104):

Displaying 11 items.

• Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations (Q480036) (← links)
• A numerical method for some stochastic differential equations with multiplicative noise (Q936869) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• Stable numerical methods for a stochastic nonlinear Schrödinger equation with linear multiplicative noise (Q2129139) (← links)
• First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
• Numerical solution of stochastic quantum master equations using stochastic interacting wave functions (Q2424500) (← links)
• THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
• Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (Q3706475) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)