Yang, Hongfu; Huang, Jianhua Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model. (English) Zbl 07824740 Numer. Algorithms 95, No. 4, 1475-1502 (2024). MSC: 65-XX PDFBibTeX XMLCite \textit{H. Yang} and \textit{J. Huang}, Numer. Algorithms 95, No. 4, 1475--1502 (2024; Zbl 07824740) Full Text: DOI
Zhou, Shaobo; Jin, Hai The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays. (English) Zbl 1523.65010 Numer. Algorithms 94, No. 2, 581-617 (2023). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{S. Zhou} and \textit{H. Jin}, Numer. Algorithms 94, No. 2, 581--617 (2023; Zbl 1523.65010) Full Text: DOI
Senosiain, M. J.; Tocino, A. A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift. (English) Zbl 07720455 Numer. Algorithms 93, No. 4, 1543-1559 (2023). MSC: 65-XX 60H05 65C30 65L20 PDFBibTeX XMLCite \textit{M. J. Senosiain} and \textit{A. Tocino}, Numer. Algorithms 93, No. 4, 1543--1559 (2023; Zbl 07720455) Full Text: DOI
Yang, Xiaochen; Li, Mengna; Yang, Zhanwen; Zhang, Chiping Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model. (English) Zbl 1522.65016 Numer. Algorithms 93, No. 2, 563-579 (2023). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{X. Yang} et al., Numer. Algorithms 93, No. 2, 563--579 (2023; Zbl 1522.65016) Full Text: DOI
Song, Guoting; Hu, Junhao; Gao, Shuaibin; Li, Xiaoyue The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations. (English) Zbl 1481.65023 Numer. Algorithms 89, No. 2, 855-883 (2022). MSC: 65C30 34K50 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{G. Song} et al., Numer. Algorithms 89, No. 2, 855--883 (2022; Zbl 1481.65023) Full Text: DOI arXiv
Kelly, Cónall; Lord, Gabriel J. Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients. (English) Zbl 1480.60182 Numer. Algorithms 89, No. 2, 721-747 (2022). MSC: 60H15 60H35 65C30 91B70 PDFBibTeX XMLCite \textit{C. Kelly} and \textit{G. J. Lord}, Numer. Algorithms 89, No. 2, 721--747 (2022; Zbl 1480.60182) Full Text: DOI arXiv
Yang, Guoguo; Burrage, Kevin; Komori, Yoshio; Burrage, Pamela; Ding, Xiaohua A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. (English) Zbl 1482.65013 Numer. Algorithms 88, No. 4, 1641-1665 (2021). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{G. Yang} et al., Numer. Algorithms 88, No. 4, 1641--1665 (2021; Zbl 1482.65013) Full Text: DOI
Zhao, Yuying; Wang, Xiaojie; Wang, Mengchao On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps. (English) Zbl 1489.65018 Numer. Algorithms 87, No. 3, 1321-1341 (2021). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Numer. Algorithms 87, No. 3, 1321--1341 (2021; Zbl 1489.65018) Full Text: DOI arXiv
Jiang, Yanan; Weng, Lihui; Liu, Wei Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations. (English) Zbl 1459.65012 Numer. Algorithms 83, No. 4, 1531-1553 (2020). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Jiang} et al., Numer. Algorithms 83, No. 4, 1531--1553 (2020; Zbl 1459.65012) Full Text: DOI arXiv
Milošević, Marija Divergence of the backward Euler method for ordinary stochastic differential equations. (English) Zbl 1433.60039 Numer. Algorithms 82, No. 4, 1395-1407 (2019). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{M. Milošević}, Numer. Algorithms 82, No. 4, 1395--1407 (2019; Zbl 1433.60039) Full Text: DOI
Guo, Ping; Li, Chong-Jun Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations. (English) Zbl 1431.60048 Numer. Algorithms 80, No. 4, 1391-1411 (2019). MSC: 60H10 65L20 65C30 PDFBibTeX XMLCite \textit{P. Guo} and \textit{C.-J. Li}, Numer. Algorithms 80, No. 4, 1391--1411 (2019; Zbl 1431.60048) Full Text: DOI
Ernst, Philip A.; Soleymani, Fazlollah A Legendre-based computational method for solving a class of Itô stochastic delay differential equations. (English) Zbl 07042049 Numer. Algorithms 80, No. 4, 1267-1282 (2019). MSC: 65C30 65L60 60H35 PDFBibTeX XMLCite \textit{P. A. Ernst} and \textit{F. Soleymani}, Numer. Algorithms 80, No. 4, 1267--1282 (2019; Zbl 07042049) Full Text: DOI
Malzoumati-Khiaban, M.; Bastani, A. Foroush; Yaghouti, M. R. Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise. (English) Zbl 07037517 Numer. Algorithms 80, No. 3, 1059-1095 (2019). MSC: 65C30 60H10 60H35 65P10 PDFBibTeX XMLCite \textit{M. Malzoumati-Khiaban} et al., Numer. Algorithms 80, No. 3, 1059--1095 (2019; Zbl 07037517) Full Text: DOI
Kamrani, Minoo; Jamshidi, Nahid Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation. (English) Zbl 06945619 Numer. Algorithms 79, No. 2, 357-374 (2018). MSC: 65-XX PDFBibTeX XMLCite \textit{M. Kamrani} and \textit{N. Jamshidi}, Numer. Algorithms 79, No. 2, 357--374 (2018; Zbl 06945619) Full Text: DOI
Guo, Qian; Mao, Xuerong; Yue, Rongxian The truncated Euler-Maruyama method for stochastic differential delay equations. (English) Zbl 1414.60043 Numer. Algorithms 78, No. 2, 599-624 (2018). MSC: 60H10 60J65 PDFBibTeX XMLCite \textit{Q. Guo} et al., Numer. Algorithms 78, No. 2, 599--624 (2018; Zbl 1414.60043) Full Text: DOI arXiv
Senosiain, M. J.; Tocino, A. Two-step strong order 1.5 schemes for stochastic differential equations. (English) Zbl 1375.65008 Numer. Algorithms 75, No. 4, 973-1003 (2017). MSC: 65C30 60H10 60H35 34F05 65L20 65L06 PDFBibTeX XMLCite \textit{M. J. Senosiain} and \textit{A. Tocino}, Numer. Algorithms 75, No. 4, 973--1003 (2017; Zbl 1375.65008) Full Text: DOI
Liu, Wei; Mao, Xuerong Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations. (English) Zbl 1371.65010 Numer. Algorithms 74, No. 2, 573-592 (2017). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 34F05 60H35 PDFBibTeX XMLCite \textit{W. Liu} and \textit{X. Mao}, Numer. Algorithms 74, No. 2, 573--592 (2017; Zbl 1371.65010) Full Text: DOI
Ben Hammouda, Chiheb; Moraes, Alvaro; Tempone, Raúl Multilevel hybrid split-step implicit tau-leap. (English) Zbl 1357.65005 Numer. Algorithms 74, No. 2, 527-560 (2017). MSC: 65C05 60J75 60J27 65G20 92C40 60K35 92C45 PDFBibTeX XMLCite \textit{C. Ben Hammouda} et al., Numer. Algorithms 74, No. 2, 527--560 (2017; Zbl 1357.65005) Full Text: DOI arXiv
Yang, Xu; Wang, Xiaojie A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models. (English) Zbl 1359.65016 Numer. Algorithms 74, No. 1, 39-57 (2017). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 65L20 60H35 34F05 PDFBibTeX XMLCite \textit{X. Yang} and \textit{X. Wang}, Numer. Algorithms 74, No. 1, 39--57 (2017; Zbl 1359.65016) Full Text: DOI
Tocino, A.; Senosiain, M. J. Two-step Milstein schemes for stochastic differential equations. (English) Zbl 1322.60138 Numer. Algorithms 69, No. 3, 643-665 (2015). MSC: 60H35 60H10 65C30 60H05 PDFBibTeX XMLCite \textit{A. Tocino} and \textit{M. J. Senosiain}, Numer. Algorithms 69, No. 3, 643--665 (2015; Zbl 1322.60138) Full Text: DOI
Akhtari, B.; Babolian, E.; Foroush Bastani, A. An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations. (English) Zbl 1325.65014 Numer. Algorithms 69, No. 1, 29-57 (2015); erratum ibid. 69, No. 2, 471-472 (2015). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 34K50 60H10 60H35 65L70 PDFBibTeX XMLCite \textit{B. Akhtari} et al., Numer. Algorithms 69, No. 1, 29--57 (2015; Zbl 1325.65014) Full Text: DOI
Halidias, Nikolaos A novel approach to construct numerical methods for stochastic differential equations. (English) Zbl 1298.65013 Numer. Algorithms 66, No. 1, 79-87 (2014). Reviewer: Martin Riedler (Wien) MSC: 65C30 60H35 60H10 PDFBibTeX XMLCite \textit{N. Halidias}, Numer. Algorithms 66, No. 1, 79--87 (2014; Zbl 1298.65013) Full Text: DOI arXiv