Pages that link to "Item:Q4790252"

The following pages link to Adaptive weak approximation of stochastic differential equations (Q4790252):

Displaying 10 items.

• Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
• Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
• Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
• Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
• Adaptive lattice methods for multi-asset models (Q1004678) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)