Strong convergence of split-step theta methods for non-autonomous stochastic differential equations

By Yue Chao   Huang Chengming   Jiang Fengze  

International Journal of Computer Mathematics, Vol. 91, Iss. 10, 2014-10 ,pp. : 2260-2275

Taylor & Francis Ltd

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The improved split-step backward Euler method for stochastic differential delay equations

By Wang Xiaojie   Gan Siqing  

International Journal of Computer Mathematics, Vol. 88, Iss. 11, 2011-07 ,pp. : 2359-2378

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Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations

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International Journal of Computer Mathematics, Vol. 92, Iss. 5, 2015-05 ,pp. : 995-1011

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Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

By Kovács Mihály   Larsson Stig   Lindgren Fredrik  

Numerical Algorithms, Vol. 53, Iss. 2-3, 2010-03 ,pp. : 309-320

Springer Publishing Company

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Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

By Mao Xuerong   Szpruch Lukasz  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 1, 2013-02 ,pp. : 144-171

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