A second-order Monte Carlo method for the solution of the Ito stochastic differential equation (Q3738494): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Stephen B. Pope / rank
Normal rank
 
Property / author
 
Property / author: Stephen B. Pope / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q115297078 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07362998608809086 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2020641707 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Representation for Stochastic Integrals and Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic processes and filtering theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence and uniqueness of solutions to stochastic differnetial–difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lagrangian two-time probability density function equation for inhomogeneous turbulent flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments and Correlation Functions of Solutions of a Stochastic Differential Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of Solutions of a Class of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate solution of random ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Numerical Analysis of Some First Order Stochastic Initial Value Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of a class of random boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The method of moments for linear random initial value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Method of moments approximate solutions of random linear integral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Solution of Ito Integral Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Method of Second-Order Accuracy Integration of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Integration of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Integration of Stochastic Differential Equations-II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scalar diffusion in simulated helical turbulence with molecular diffusivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5566869 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3935355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5585822 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Developments in Nonparametric Density Estimation / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:21, 17 June 2024

scientific article
Language Label Description Also known as
English
A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
scientific article

    Statements

    A second-order Monte Carlo method for the solution of the Ito stochastic differential equation (English)
    0 references
    0 references
    0 references
    1986
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    vector Ito stochastic differential equation
    0 references
    Taylor series expansion
    0 references
    difference equation
    0 references
    Monte Carlo simulation
    0 references
    numerical results
    0 references
    convergence
    0 references
    homogeneous Langevin equation
    0 references
    0 references
    0 references