On the MS-stability of predictor–corrector schemes for stochastic differential equations-Reference-Cited by-同舟云学术

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On the MS-stability of predictor–corrector schemes for stochastic differential equations

Published:2021-02 Issue: Volume:180 Page:289-305
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Tocino A.,Zeghdane R.,Senosiaín M.J.

Funder

Vicerrectorado de Investigación de la Universidad de Salamanca, Spain

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference24 articles.

1. Stochastic differential equations and persistence time of two interacting populations;Allen;Dyn. Contin. Discrete Impuls. Syst.,1999

2. Modeling with Itô Stochastic Differential Equations;Allen,2007

3. Stochastic Differential Equations;Arnold,1974

4. The pricing of options and corporate liabilities;Black;J. Political Econ.,1973

5. Strong predictor-corrector Euler methods for stochastic differential equations;Bruti-Liberati;Stoch. Dyn.,2008

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