Pages that link to "Item:Q2502322"

The following pages link to Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322):

Displaying 33 items.

• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
• Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
• Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
• Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
• Characterization of bistability for stochastic multistep methods (Q766224) (← links)
• Numerical preservation of long-term dynamics by stochastic two-step methods (Q1670362) (← links)
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations (Q1731605) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787) (← links)
• Exponential mean-square stability properties of stochastic linear multistep methods (Q2045092) (← links)
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size (Q2223875) (← links)
• Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
• Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
• Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
• A stability criterion for two timescale stochastic approximation schemes (Q2409333) (← links)
• Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations (Q2465405) (← links)
• Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
• Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
• THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
• (Q3314780) (← links)
• Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660) (← links)
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
• Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods (Q6096991) (← links)