An adaptive timestepping algorithm for stochastic differential equations
Journal of Computational and Applied Mathematics
Mean square stability of second-order weak numerical methods for stochastic differential equations
Applied Numerical Mathematics
Stochastic differential algebraic equations of index 1 and applications in circuit simulation
Journal of Computational and Applied Mathematics
Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
Journal of Computational and Applied Mathematics
Mean-square stability properties of an adaptive time-stepping SDE solver
Journal of Computational and Applied Mathematics
Applied Numerical Mathematics
The αth moment stability for the stochastic pantograph equation
Journal of Computational and Applied Mathematics
The fully implicit stochastic-α method for stiff stochastic differential equations
Journal of Computational Physics
Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
Journal of Computational and Applied Mathematics
Mathematics and Computers in Simulation
Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations
SIAM Journal on Numerical Analysis
Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
Journal of Computational and Applied Mathematics
Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations
Journal of Computational and Applied Mathematics
A stochastic model for prevention and control of HIV/AIDS transmission dynamics
LSMS'07 Proceedings of the 2007 international conference on Life System Modeling and Simulation
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