The following pages link to Melvin D. Lax (Q590513):
Displayed 50 items.
- Numerical schemes for random ODEs with affine noise (Q285043) (← links)
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Analysis of a non-autonomous mutualism model driven by Levy jumps (Q316866) (← links)
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- On stochastic differential equations with arbitrary slow convergence rates for strong approximation (Q344368) (← links)
- A generalized \(\theta\)-scheme for solving backward stochastic differential equations (Q432591) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Strong predictor-corrector Euler-Maruyama methods for stochastic differential equations with Markovian switching (Q455819) (← links)
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps (Q497734) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
- (Q588335) (redirect page) (← links)
- Qualitative analysis of a stochastic ratio-dependent predator-prey system (Q609222) (← links)
- Some analytic approximations for neutral stochastic functional differential equations (Q618045) (← links)
- Discrete time waveform relaxation method for stochastic delay differential equations (Q618079) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- Improved rectangular method on stochastic Volterra equations (Q629516) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Stability in distribution of competitive Lotka-Volterra system with Markovian switching (Q638853) (← links)
- On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix (Q721865) (← links)
- Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations (Q727547) (← links)
- Solution of one class of systems of stochastic differential equations (Q735963) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- A method for the analysis of vibrating systems subjected to random excitation (Q759497) (← links)
- Numerical solution of systems of random differential equations with Gaussian statistics (Q761037) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Stochastic boundary value problems (Q796898) (← links)
- Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations (Q800741) (← links)
- Dynamics of a stochastic Lotka-Volterra model perturbed by white noise (Q855618) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class (Q862141) (← links)
- On preserving long-time features of a linear stochastic oscillator (Q878207) (← links)
- Global flows for stochastic differential equations without global Lipschitz conditions (Q879253) (← links)
- A solver for the stochastic master equation applied to gene regulatory networks (Q885922) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides (Q946096) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)