Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems (Q3423703): Difference between revisions

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+Rounding Error in Numerical Solution of Stochastic Differential Equations
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+Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
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+Numerical solution of SDE through computer experiments. Including floppy disk
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+Boundary value problems for stochastic differential equations
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+Second order stochastic differential equations with Dirichlet boundary conditions
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+Linear stochastic differential equations with boundary conditions
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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+A change of variables formula for Stratonovich integrals and existence of solutions for two-points stochastic boundary value problems
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