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  • Search Results - "Milstein scheme"
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A Milstein Scheme for SPDEs

by Jentzen, Arnulf, Röckner, Michael
Published in Foundations of computational mathematics (01.04.2015)

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Simulating systems of Itô SDEs with split-step $ (\alpha, \beta) $-Milstein scheme

by Ranjbar, Hassan, Torkzadeh, Leila, Baleanu, Dumitru, Nouri, Kazem
Published in AIMS mathematics (01.01.2023)

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On stochastic solutions of nonlocal random functional integral equations

by Elborai, M.M., Youssef, M.I.
Published in Arab journal of mathematical sciences (01.07.2019)

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Adaptive Time-Stepping Using Control Theory for the Chemical Langevin Equation

by Ilie, Silvana, Morshed, Monjur
Published in Journal of Applied Mathematics (2015)

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A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations

by Rosli, Norhayati, Bahar, Arifah, Yeak, S H, Mao, X
Published in Bulletin of the Malaysian Mathematical Sciences Society (01.01.2013)
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