Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367): Difference between revisions

@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak exponential schemes for stochastic differential equations with additive noise
+Normal rank
@@ Property / cites work @@
+Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
+Normal rank
@@ Property / cites work @@
+Computing integrals involving the matrix exponential
+Normal rank
@@ Property / cites work @@
+Linear estimation of continuous-discrete linear state space models with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise
+Normal rank
@@ Property / cites work @@
+An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data
+Normal rank
@@ Property / cites work @@
+Linear and non-linear filtering in mathematical finance: a review
+Normal rank
@@ Property / cites work @@
+Time Series Modeling of Neuroscience Data
@@ Property / cites work: Time Series Modeling of Neuroscience Data / rank @@
+Normal rank
@@ Property / cites work @@
+Computing multiple integrals involving matrix exponentials
+Normal rank
@@ Property / cites work @@
+Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes
+Normal rank
@@ Property / cites work @@
+Q5707650
@@ Property / cites work: Q5707650 / rank @@
+Normal rank
@@ Property / cites work @@
+Nineteen Dubious Ways to Compute the Exponential of a Matrix
+Normal rank
@@ Property / cites work @@
+The Scaling and Squaring Method for the Matrix Exponential Revisited
+Normal rank
@@ Property / cites work @@
+On Krylov Subspace Approximations to the Matrix Exponential Operator
+Normal rank
@@ Property / cites work @@
+Expokit
@@ Property / cites work: Expokit / rank @@
+Normal rank
@@ Property / cites work @@
+Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
+Normal rank