scholarly journals New ROW-type scheme with weak order 2 for approximating stochastic differential equations

2007 ◽  
Vol 2 ◽  
pp. 1241-1250
Author(s):  
A. R. Soheili ◽  
M. Allahdadi
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Weak Order

scholarly journals High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

2012 ◽  
Vol 34 (3) ◽  
pp. A1800-A1823 ◽  
Author(s):  
Assyr Abdulle ◽  
David Cohen ◽  
Gilles Vilmart ◽  
Konstantinos C. Zygalakis
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Weak Order ◽  
Modified Equations

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law
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