An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652): Difference between revisions

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-Fabienne Castell
@@ Property / author: Fabienne Castell / rank @@
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+Fabienne Castell
@@ Property / author: Fabienne Castell / rank @@
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+MaRDI publication profile
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+Stochastic flows and Taylor series
@@ Property / cites work: Stochastic flows and Taylor series / rank @@
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@@ Property / cites work @@
+Asymptotic expansion of stochastic flows
@@ Property / cites work: Asymptotic expansion of stochastic flows / rank @@
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@@ Property / cites work @@
+Q4745735
@@ Property / cites work: Q4745735 / rank @@
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+Random Generation of Stochastic Area Integrals
@@ Property / cites work: Random Generation of Stochastic Area Integrals / rank @@
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+Stratonovich and Ito Stochastic Taylor Expansions
@@ Property / cites work: Stratonovich and Ito Stochastic Taylor Expansions / rank @@
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+Q4004325
@@ Property / cites work: Q4004325 / rank @@
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@@ Property / cites work @@
+An asymptotically efficient difference formula for solving stochastic differential equations
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+Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations
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+Q3763296
@@ Property / cites work: Q3763296 / rank @@
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+Q3851536
@@ Property / cites work: Q3851536 / rank @@
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@@ Property / cites work @@
+Resolution trajectorielle et analyse numerique des equations differentielles stochastiques
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+Publication:1897652