Shi, Hongling; Song, Minghui; Liu, Mingzhu Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments. (English) Zbl 07804204 Int. J. Comput. Math. 100, No. 12, 2269-2289 (2023). MSC: 65C30 PDFBibTeX XMLCite \textit{H. Shi} et al., Int. J. Comput. Math. 100, No. 12, 2269--2289 (2023; Zbl 07804204) Full Text: DOI
D’Ambrosio, Raffaele; Di Giovacchino, Stefano How do Monte Carlo estimates affect stochastic geometric numerical integration? (English) Zbl 1524.65028 Int. J. Comput. Math. 100, No. 1, 192-208 (2023). MSC: 65C30 60H10 60H35 65C05 65L06 65P10 PDFBibTeX XMLCite \textit{R. D'Ambrosio} and \textit{S. Di Giovacchino}, Int. J. Comput. Math. 100, No. 1, 192--208 (2023; Zbl 1524.65028) Full Text: DOI
Li, Rui; Zhang, Wei Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients. (English) Zbl 1499.65014 Int. J. Comput. Math. 99, No. 6, 1224-1271 (2022). MSC: 65C30 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{R. Li} and \textit{W. Zhang}, Int. J. Comput. Math. 99, No. 6, 1224--1271 (2022; Zbl 1499.65014) Full Text: DOI
Cohen, David; Vilmart, Gilles Drift-preserving numerical integrators for stochastic Poisson systems. (English) Zbl 1480.65014 Int. J. Comput. Math. 99, No. 1, 4-20 (2022). MSC: 65C30 65P10 60H10 60H35 PDFBibTeX XMLCite \textit{D. Cohen} and \textit{G. Vilmart}, Int. J. Comput. Math. 99, No. 1, 4--20 (2022; Zbl 1480.65014) Full Text: DOI arXiv
Ren, Quanwei; Tian, Hongjiong Generalized two-step Milstein methods for stochastic differential equations. (English) Zbl 1480.65021 Int. J. Comput. Math. 97, No. 7, 1363-1379 (2020). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{Q. Ren} and \textit{H. Tian}, Int. J. Comput. Math. 97, No. 7, 1363--1379 (2020; Zbl 1480.65021) Full Text: DOI
Nouri, K.; Ranjbar, H.; Torkzadeh, L. Study on split-step Rosenbrock type method for stiff stochastic differential systems. (English) Zbl 1492.60177 Int. J. Comput. Math. 97, No. 4, 818-836 (2020). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 65C20 65L20 PDFBibTeX XMLCite \textit{K. Nouri} et al., Int. J. Comput. Math. 97, No. 4, 818--836 (2020; Zbl 1492.60177) Full Text: DOI
Haghighi, Amir; Rößler, Andreas Split-step double balanced approximation methods for stiff stochastic differential equations. (English) Zbl 1499.65012 Int. J. Comput. Math. 96, No. 5, 1030-1047 (2019). MSC: 65C30 60H10 60H35 65L04 65L20 PDFBibTeX XMLCite \textit{A. Haghighi} and \textit{A. Rößler}, Int. J. Comput. Math. 96, No. 5, 1030--1047 (2019; Zbl 1499.65012) Full Text: DOI
Li, Xiuyan; Zhang, Chiping; Ma, Qiang; Ding, Xiaohua Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations. (English) Zbl 1499.60196 Int. J. Comput. Math. 95, No. 12, 2511-2524 (2018). MSC: 60H10 37N30 65P10 PDFBibTeX XMLCite \textit{X. Li} et al., Int. J. Comput. Math. 95, No. 12, 2511--2524 (2018; Zbl 1499.60196) Full Text: DOI
Guo, Qian; Liu, Wei; Mao, Xuerong; Zhan, Weijun Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. (English) Zbl 1499.65011 Int. J. Comput. Math. 95, No. 9, 1715-1726 (2018). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{Q. Guo} et al., Int. J. Comput. Math. 95, No. 9, 1715--1726 (2018; Zbl 1499.65011) Full Text: DOI arXiv
Zahri, Mostafa Barycentric interpolation of interface solution for solving stochastic partial differential equations on non-overlapping subdomains with additive multi-noises. (English) Zbl 1390.35165 Int. J. Comput. Math. 95, No. 4, 645-685 (2018). MSC: 35K57 35R60 60H15 60H35 PDFBibTeX XMLCite \textit{M. Zahri}, Int. J. Comput. Math. 95, No. 4, 645--685 (2018; Zbl 1390.35165) Full Text: DOI
Jiang, Fengze; Zong, Xiaofeng; Yue, Chao; Huang, Chengming Double-implicit and split two-step Milstein schemes for stochastic differential equations. (English) Zbl 1355.65013 Int. J. Comput. Math. 93, No. 12, 1987-2011 (2016). MSC: 65C30 60H35 65L20 PDFBibTeX XMLCite \textit{F. Jiang} et al., Int. J. Comput. Math. 93, No. 12, 1987--2011 (2016; Zbl 1355.65013) Full Text: DOI
Higham, Desmond J. An introduction to multilevel Monte Carlo for option valuation. (English) Zbl 1335.91102 Int. J. Comput. Math. 92, No. 12, 2347-2360 (2015). MSC: 91G60 65C05 65C30 91G20 PDFBibTeX XMLCite \textit{D. J. Higham}, Int. J. Comput. Math. 92, No. 12, 2347--2360 (2015; Zbl 1335.91102) Full Text: DOI arXiv Link
Halidias, Nikolaos Semi-discrete approximations for stochastic differential equations and applications. (English) Zbl 1255.65020 Int. J. Comput. Math. 89, No. 6, 780-794 (2012). MSC: 65C30 65C20 60H10 PDFBibTeX XMLCite \textit{N. Halidias}, Int. J. Comput. Math. 89, No. 6, 780--794 (2012; Zbl 1255.65020) Full Text: DOI
Singh, Samar; Raha, Soumyendu Five-stage Milstein methods for SDEs. (English) Zbl 1255.65017 Int. J. Comput. Math. 89, No. 6, 760-779 (2012). MSC: 65C20 60H10 65C30 PDFBibTeX XMLCite \textit{S. Singh} and \textit{S. Raha}, Int. J. Comput. Math. 89, No. 6, 760--779 (2012; Zbl 1255.65017) Full Text: DOI
Wang, Xiaojie; Gan, Siqing The improved split-step backward Euler method for stochastic differential delay equations. (English) Zbl 1235.65010 Int. J. Comput. Math. 88, No. 11, 2359-2378 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H35 60H10 65L20 34K50 65L06 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, Int. J. Comput. Math. 88, No. 11, 2359--2378 (2011; Zbl 1235.65010) Full Text: DOI arXiv
Hu, Lin; Gan, Siqing Convergence and stability of the balanced methods for stochastic differential equations with jumps. (English) Zbl 1236.65006 Int. J. Comput. Math. 88, No. 10, 2089-2108 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 65L20 60H10 65C20 PDFBibTeX XMLCite \textit{L. Hu} and \textit{S. Gan}, Int. J. Comput. Math. 88, No. 10, 2089--2108 (2011; Zbl 1236.65006) Full Text: DOI
Ding, Xiaohua; Wu, Kaining; Liu, Mingzhu Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations. (English) Zbl 1115.65007 Int. J. Comput. Math. 83, No. 10, 753-761 (2006). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H20 60H35 45R05 65R20 PDFBibTeX XMLCite \textit{X. Ding} et al., Int. J. Comput. Math. 83, No. 10, 753--761 (2006; Zbl 1115.65007) Full Text: DOI