Zong, Xiaofeng; Wu, Fuke; Xu, Guiping Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations. (English) Zbl 1382.65026 J. Comput. Appl. Math. 336, 8-29 (2018). MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{X. Zong} et al., J. Comput. Appl. Math. 336, 8--29 (2018; Zbl 1382.65026) Full Text: DOI arXiv
Zong, Xiaofeng; Wu, Fuke; Huang, Chengming Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients. (English) Zbl 1306.65011 J. Comput. Appl. Math. 278, 258-277 (2015). MSC: 65C30 60H10 60H35 34K50 34K28 65L20 PDFBibTeX XMLCite \textit{X. Zong} et al., J. Comput. Appl. Math. 278, 258--277 (2015; Zbl 1306.65011) Full Text: DOI
Zong, Xiaofeng; Wu, Fuke; Huang, Chengming Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations. (English) Zbl 1291.60143 J. Difference Equ. Appl. 20, No. 7, 1091-1111 (2014). MSC: 60H35 65C20 65L20 PDFBibTeX XMLCite \textit{X. Zong} et al., J. Difference Equ. Appl. 20, No. 7, 1091--1111 (2014; Zbl 1291.60143) Full Text: DOI
Chen, Lin; Wu, Fuke Choice of \(\theta\) and its effects on stability in the stochastic \(\theta\)-method of stochastic delay differential equations. (English) Zbl 1258.65071 Int. J. Comput. Math. 89, No. 15, 2106-2122 (2012). MSC: 65L20 60H10 PDFBibTeX XMLCite \textit{L. Chen} and \textit{F. Wu}, Int. J. Comput. Math. 89, No. 15, 2106--2122 (2012; Zbl 1258.65071) Full Text: DOI
Chen, Lin; Wu, Fuke Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations. (English) Zbl 1250.60030 Stat. Probab. Lett. 82, No. 9, 1669-1676 (2012). MSC: 60H35 60H10 93E15 65C30 PDFBibTeX XMLCite \textit{L. Chen} and \textit{F. Wu}, Stat. Probab. Lett. 82, No. 9, 1669--1676 (2012; Zbl 1250.60030) Full Text: DOI