Pages that link to "Item:Q1578587"

The following pages link to Simulation of a space-time bounded diffusion (Q1578587):

Displaying 22 items.

• On the pathwise approximation of stochastic differential equations (Q329029) (← links)
• Efficient discretization of stochastic integrals (Q471177) (← links)
• Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
• Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
• Computing the principal eigenelements of some linear operators using a branching Monte Carlo method (Q956335) (← links)
• Realized volatility with stochastic sampling (Q981001) (← links)
• Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
• Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift (Q1848956) (← links)
• Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors (Q2139939) (← links)
• Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
• Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface (Q2274839) (← links)
• Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems (Q2315353) (← links)
• An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
• A random walk on rectangles algorithm (Q2433258) (← links)
• Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
• A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
• Space-time transport schemes and homogenization. I: general theory of Markovian and non-Markovian processes (Q3302989) (← links)
• Efficient discretisation of stochastic differential equations (Q5086518) (← links)
• Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) (← links)
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)