Pages that link to "Item:Q760095"

The following pages link to Discretization and simulation of stochastic differential equations (Q760095):

Displaying 38 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
• Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
• Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
• Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
• Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← links)
• A Galerkin multiharmonic procedure for nonlinear multidimensional random vibration (Q1088498) (← links)
• Stochastic model of leukocyte chemosensory movement (Q1093591) (← links)
• Simulation studies on time discrete diffusion approximations (Q1095628) (← links)
• A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
• \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926) (← links)
• Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
• Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
• Numerical methods for linear boundary value problems based on Feynman-Kac representations (Q1330672) (← links)
• Simulation of stochastic differential equations (Q1335342) (← links)
• Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
• Simulation of a space-time bounded diffusion (Q1578587) (← links)
• Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
• Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
• On weak implicit and predictor-corrector methods (Q1897658) (← links)
• The solving of boundary value problems by numerical integration of stochastic equations (Q1897659) (← links)
• Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (Q1897661) (← links)
• Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
• Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
• Numerical solution of differential equations with colored noise (Q1906436) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates (Q2274303) (← links)
• Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
• ARCH models as diffusion approximations (Q2640240) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
• Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190) (← links)
• On Simulating Wiener Integrals and Their Expectations (Q3416000) (← links)
• Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
• On Modeling Questions In Security Valuation (Q4345921) (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)