Balanced implicit methods with strong order 1.5 for solving stochastic differential equations-Reference-Cited by-同舟云学术

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Balanced implicit methods with strong order 1.5 for solving stochastic differential equations

Published:2023-06 Issue: Volume:425 Page:115069
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Ren Quanwei,Bai Huiqun

Funder

National Natural Science Foundation of China

Henan University of Technology

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

1. Probability and Measure;Billingsley,1995

2. Stochastic Differential Equations: Theory and Applications;Arnold,1974

3. Numerical simulation of stochastic ordinary differential equations in biomathematical modelling;Carletti;Math. Comput. Simul.,2004

4. Numerical Solution of Stochastic Differential Equations;Kloeden,1995

5. Balanced implicit methods for stiff stochastic systems;Milstein;SIAM. J. Numer. Anal.,1998

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching;International Journal of Computer Mathematics;2024-03-03

2. Balanced implicit Patankar–Euler methods for positive solutions of stochastic differential equations of biological regulatory systems;The Journal of Chemical Physics;2024-02-14

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