AbstractThis paper considers numerical stability and convergence of weak schemes solving stochastic differential equations. A relatively strong notion of stability for a special type of test equations is proposed. These are stochastic differential equations with multiplicative noise. For different explicit and implicit schemes, the regions of stability are also examined
The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruya...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
As an extent of asymptotically absolute stability of numerical methods in deterministic situation, i...
This paper considers numerical stability and convergence of weak schemes solving stochastic differen...
The paper considers numerical stability and convergence of weak schemes solving stochastic different...
A notion of stability for a special type of test equations is proposed. These are stochastic differe...
A notion of stability for a special type of test equations is proposed. These are stochastic differe...
This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivat...
WEAK CONVERGENCE OF A NUMERICAL SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONSIn this paper a n...
This paper concerns to the stability analysis of explicit and implicit stochastic Runge-Kutta method...
This work proposes a novel weak Simpson method for numerical solution for a class of stochastic diff...
Abstract. We propose a new approach to constructing weak numerical methods for nding solutions to st...
AbstractWe are interested in the strong convergence and almost sure stability of Euler–Maruyama (EM)...
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type ap...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruya...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
As an extent of asymptotically absolute stability of numerical methods in deterministic situation, i...
This paper considers numerical stability and convergence of weak schemes solving stochastic differen...
The paper considers numerical stability and convergence of weak schemes solving stochastic different...
A notion of stability for a special type of test equations is proposed. These are stochastic differe...
A notion of stability for a special type of test equations is proposed. These are stochastic differe...
This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivat...
WEAK CONVERGENCE OF A NUMERICAL SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONSIn this paper a n...
This paper concerns to the stability analysis of explicit and implicit stochastic Runge-Kutta method...
This work proposes a novel weak Simpson method for numerical solution for a class of stochastic diff...
Abstract. We propose a new approach to constructing weak numerical methods for nding solutions to st...
AbstractWe are interested in the strong convergence and almost sure stability of Euler–Maruyama (EM)...
We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type ap...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruya...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
As an extent of asymptotically absolute stability of numerical methods in deterministic situation, i...
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