Local averaged path integration method approach for nonlinear dynamic systems (Q2008361): Difference between revisions

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+Fast and accurate pricing of discretely monitored barrier options by numerical path integration
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+The path integral approach to financial modeling and options pricing
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+Fluctuations and Irreversible Process. II. Systems with Kinetic Energy
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+A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part I: The Method of Analysis
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+A Cell Mapping Method for Nonlinear Deterministic and Stochastic Systems—Part II: Examples of Application
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+Q4416804
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+Numerical path integration of a non-homogeneous Markov process
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+A new path integration procedure based on Gauss-Legendre scheme
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+Path integration of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excita\-tions
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+Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration
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+A path integration algorithm for stochastic structural dynamic systems
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+Numerical path integration method based on bubble grids for nonlinear dynamical systems
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+Numerical meshfree path integration method for non-linear dynamic systems
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+Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations
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+An exact solution to a certain nonlinear random vibration problem
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