Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion (Q2028043): Difference between revisions

@@ Property / cites work @@
+Stochastic Hybrid Systems
@@ Property / cites work: Stochastic Hybrid Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid Systems: Computation and Control
@@ Property / cites work: Hybrid Systems: Computation and Control / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid Systems: Computation and Control
@@ Property / cites work: Hybrid Systems: Computation and Control / rank @@
+Normal rank
@@ Property / cites work @@
+Q4953390
@@ Property / cites work: Q4953390 / rank @@
+Normal rank
@@ Property / cites work @@
+A compositional modelling and analysis framework for stochastic hybrid systems
+Normal rank
@@ Property / cites work @@
+Stochastic integral
@@ Property / cites work: Stochastic integral / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory
+Normal rank
@@ Property / cites work @@
+A Variable Stepsize Implementation for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+OUP accepted manuscript
@@ Property / cites work: OUP accepted manuscript / rank @@
+Normal rank
@@ Property / cites work @@
+The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate
+Normal rank
@@ Property / cites work @@
+An adaptive timestepping algorithm for stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Adaptive time-stepping for the strong numerical solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis
+Normal rank
@@ Property / cites work @@
+A simple construction of certain diffusion processes
+Normal rank
@@ Property / cites work @@
+A dynamic quantized state system execution framework for hybrid automata
+Normal rank
@@ Property / cites work @@
+Stochastic hybrid systems: a powerful framework for complex, large scale applications
+Normal rank
@@ Property / cites work @@
+Approximate model checking of stochastic hybrid systems
+Normal rank
@@ Property / cites work @@
+Measurability and safety verification for stochastic hybrid systems
+Normal rank