The following pages link to (Q4714065):
Displaying 50 items.
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- A stochastic multiple mapping conditioning computational model in openfoam for turbulent combustion (Q1653797) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- FOXTAIL: modeling the nonlinear interaction between Alfvén eigenmodes and energetic particles in tokamaks (Q1685804) (← links)
- Barker's algorithm for Bayesian inference with intractable likelihoods (Q1705544) (← links)
- Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779) (← links)
- Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
- Statistical analysis of diffusion systems with invariants (Q1741998) (← links)
- Numerical solution of stochastic linear heat conduction problem by using new algorithms (Q1774921) (← links)
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
- Stochastic modeling of fatigue crack damage for information-based maintenance (Q1819279) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
- On the simulation of iterated Itô integrals. (Q1879510) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- Numerical integration of stochastic partial differential equations (Q1923720) (← links)
- Stochastically perturbed vector-borne disease models with direct transmission (Q1930725) (← links)
- Numerical solution for Fokker-Planck equations in accelerators (Q1963820) (← links)
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations (Q2019982) (← links)
- Time-consistent portfolio optimization (Q2028852) (← links)
- Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (Q2057392) (← links)
- Sampling from non-smooth distributions through Langevin diffusion (Q2065460) (← links)
- Time-dependent probability density function for general stochastic logistic population model with harvesting effort (Q2068507) (← links)
- A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (Q2074870) (← links)
- Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation (Q2078137) (← links)
- Stochastic modelling and simulation of PTEN regulatory networks with miRNAs and ceRNAs (Q2084597) (← links)
- Modeling of COVID-19 propagation with compartment models (Q2088175) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Investigation of linear difference equations with random effects (Q2125832) (← links)
- Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (Q2135071) (← links)
- A stochastic Hamiltonian formulation applied to dissipative particle dynamics (Q2141188) (← links)
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
- The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
- Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
- Randomness in a mathematical model for the transmission of respiratory syncytial virus (RSV) (Q2270459) (← links)
- Exact solutions for a Wick-type stochastic reaction Duffing equation (Q2285902) (← links)
- Positive role of multiplication noise in attaining complete synchronization on large complex networks of dynamical systems (Q2295116) (← links)
- Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza (Q2313964) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707) (← links)
- The positive role of multiplicative noise in complete synchronization of unidirectionally coupled ring with three nodes (Q2336683) (← links)
- The influence of time-dependent delay on behavior of stochastic population model with the allee effect (Q2337205) (← links)
- On the forward rate concept in multi-state life insurance (Q2339120) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
