AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differential equations. It is proved that the numerical method is mean-square (MS) stable under suitable conditions. The obtained result shows that the method preserves the stability property of a class of linear constant-coefficient problems. This is also verified by several numerical examples
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...
AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differ...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
none3siIn this paper, we introduce a split-step theta Milstein (SSTM) method for n-dimensional stoch...
This paper is concerned with the numerical solution of stochastic delay differential equations. The ...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
In this paper, we consider the problem of computing numerical solutions for stochastic differential ...
AbstractWe introduce a modified Milstein scheme for pathwise approximation of scalar stochastic dela...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
The fundamental analysis of numerical methods for stochastic differential equations (SDEs) has been ...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
An efficient numerical method is presented to analyze the moment stability and stationary behavior o...
Abstract. In this paper we discuss Milstein type methods with implicitness for solving Itô stochasti...
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...
AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differ...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
none3siIn this paper, we introduce a split-step theta Milstein (SSTM) method for n-dimensional stoch...
This paper is concerned with the numerical solution of stochastic delay differential equations. The ...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
In this paper, we consider the problem of computing numerical solutions for stochastic differential ...
AbstractWe introduce a modified Milstein scheme for pathwise approximation of scalar stochastic dela...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
The fundamental analysis of numerical methods for stochastic differential equations (SDEs) has been ...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
An efficient numerical method is presented to analyze the moment stability and stationary behavior o...
Abstract. In this paper we discuss Milstein type methods with implicitness for solving Itô stochasti...
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...