Pages that link to "Item:Q3043439"

The following pages link to Numerical methods for strong solutions of stochastic differential equations: an overview (Q3043439):

Displaying 50 items.

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
• Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
• An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
• PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise (Q401610) (← links)
• Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
• Efficient simulation of discrete stochastic reaction systems with a splitting method (Q616169) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
• Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• A dynamical low-rank approach to the chemical master equation (Q839950) (← links)
• Stochastic models and numerical algorithms for a class of regulatory gene networks (Q841825) (← links)
• Developing Itô stochastic differential equation models for neuronal signal transduction path\-ways (Q849530) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Solving the chemical master equation for monomolecular reaction systems analytically (Q883795) (← links)
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
• Negative feedback contributes to the stochastic expression of the interferon-\(\beta\) gene in virus-triggered type I interferon signaling pathways (Q894272) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
• Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation (Q1025884) (← links)
• Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade (Q1027792) (← links)
• New forms of extended Kalman filter via transversal linearization and applications to structural system identification (Q1033537) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• A parallel time integrator for noisy nonlinear oscillatory systems (Q1640871) (← links)
• Estimation of parameters in mean-reverting stochastic systems (Q1718116) (← links)
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
• Statistical analysis of diffusion systems with invariants (Q1741998) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Design of robust knowledge bases of fuzzy controllers for intelligent control of substantially nonlinear dynamic systems. II. A soft computing optimizer and robustness of intelligent control systems (Q1951892) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems (Q2049749) (← links)
• On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients (Q2137683) (← links)
• Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations (Q2216479) (← links)
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
• New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
• Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (Q2289976) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Parallel statistical computing for statistical inference (Q2320788) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)