Ángel Andrés
Tocino García
Bachir El Ibrahimi University of Bordj Bou Arreridj
Bordj Bou Arreridj, ArgeliaPublications en collaboration avec des chercheurs de Bachir El Ibrahimi University of Bordj Bou Arreridj (3)
2021
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On the MS-stability of predictor–corrector schemes for stochastic differential equations
Mathematics and Computers in Simulation, Vol. 180, pp. 289-305
2013
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Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations
Applied Numerical Mathematics, Vol. 68, pp. 19-30
2011
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Higher-order semi-implicit Taylor schemes for It stochastic differential equations
Journal of Computational and Applied Mathematics, Vol. 236, Núm. 6, pp. 1009-1023