Wang, Xiaojie; Wu, Jiayi; Dong, Bozhang Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition. (English) Zbl 1469.65033 BIT 60, No. 3, 759-790 (2020). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{X. Wang} et al., BIT 60, No. 3, 759--790 (2020; Zbl 1469.65033) Full Text: DOI
Shardlow, Tony; Taylor, Phillip On the pathwise approximation of stochastic differential equations. (English) Zbl 1354.65016 BIT 56, No. 3, 1101-1129 (2016). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 34F05 65L70 PDFBibTeX XMLCite \textit{T. Shardlow} and \textit{P. Taylor}, BIT 56, No. 3, 1101--1129 (2016; Zbl 1354.65016) Full Text: DOI arXiv Link
Boulton, Lyonell; Strauss, Michael Eigenvalue enclosures and convergence for the linearized MHD operator. (English) Zbl 1254.76170 BIT 52, No. 4, 801-825 (2012). MSC: 76W05 PDFBibTeX XMLCite \textit{L. Boulton} and \textit{M. Strauss}, BIT 52, No. 4, 801--825 (2012; Zbl 1254.76170) Full Text: DOI arXiv
Kruse, Raphael Characterization of bistability for stochastic multistep methods. (English) Zbl 1243.65010 BIT 52, No. 1, 109-140 (2012). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 34F05 65L20 60J65 PDFBibTeX XMLCite \textit{R. Kruse}, BIT 52, No. 1, 109--140 (2012; Zbl 1243.65010) Full Text: DOI
Szpruch, Lukasz; Mao, Xuerong; Higham, Desmond J.; Pan, Jiazhu Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. (English) Zbl 1230.65011 BIT 51, No. 2, 405-425 (2011). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H10 60H35 34F05 65C05 91G30 91G60 PDFBibTeX XMLCite \textit{L. Szpruch} et al., BIT 51, No. 2, 405--425 (2011; Zbl 1230.65011) Full Text: DOI
de la Cruz Cancino, H.; Biscay, R. J.; Jimenez, J. C.; Carbonell, F.; Ozaki, T. High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise. (English) Zbl 1205.65027 BIT 50, No. 3, 509-539 (2010). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 34F05 65L06 65L05 65L20 PDFBibTeX XMLCite \textit{H. de la Cruz Cancino} et al., BIT 50, No. 3, 509--539 (2010; Zbl 1205.65027) Full Text: DOI
Sickenberger, Thorsten; Weinmüller, Ewa; Winkler, Renate Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise. (English) Zbl 1170.65005 BIT 49, No. 1, 217-245 (2009). MSC: 65C30 60H10 60H35 34A09 34F05 65L80 65L20 65L70 PDFBibTeX XMLCite \textit{T. Sickenberger} et al., BIT 49, No. 1, 217--245 (2009; Zbl 1170.65005) Full Text: DOI
Higham, D. J.; Mao, X. Nonnormality and stochastic differential equations. (English) Zbl 1105.65007 BIT 46, No. 3, 525-532 (2006). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 34F05 60H10 65L20 65L06 65L07 PDFBibTeX XMLCite \textit{D. J. Higham} and \textit{X. Mao}, BIT 46, No. 3, 525--532 (2006; Zbl 1105.65007) Full Text: DOI