Pages that link to "Item:Q5917688"

The following pages link to Stability of weak numerical schemes for stochastic differential equations (Q5917688):

Displaying 7 items.

• Solving the random Legendre differential equation: mean square power series solution and its statistical functions (Q639101) (← links)
• Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042) (← links)
• Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients (Q1805773) (← links)
• Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
• On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise (Q3159467) (← links)
• EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574) (← links)
• STRONG CONVERGENCE IN Lp OF MILSTEIN METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS (Q5035397) (← links)