✦ LIBER ✦

A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations

✍ Scribed by Petersen, W. P.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Higher-order semi-implicit Taylor scheme

✍ R. Zeghdane; L. Abbaoui; A. Tocino 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 505 KB

Some general implicit processes for the

✍ Rosenbrock, H. H. 📂 Article 📅 1963 🏛 Oxford University Press 🌐 English ⚖ 889 KB

Some Experiments on Numerical Simulation

✍ W.P. Petersen 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 292 KB

Strong convergence and stability of impl

✍ Xuerong Mao; Lukasz Szpruch 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 302 KB

A General Uniqueness Theorem for Solutio

✍ Gard, Thomas C. 📂 Article 📅 1976 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 994 KB

Towards a Systematic Linear Stability An

✍ Buckwar, Evelyn; Kelly, Cónall 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 626 KB