Pages that link to "Item:Q2651517"
From MaRDI portal
The following pages link to Continuous Markov processes and stochastic equations (Q2651517):
Displaying 50 items.
- Gaussian measures on linear spaces (Q1920991) (← links)
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
- On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift (Q1962119) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Numerical simulations for stochastic meme epidemic model (Q2058245) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations: revisited (Q2093296) (← links)
- Transported PDF modeling of compressible turbulent reactive flows by using the Eulerian Monte Carlo fields method (Q2123963) (← links)
- Numerical treatment of stochastic heroin epidemic model (Q2141952) (← links)
- Book review of: D. Higham and P. Kloeden, An introduction to the numerical simulation of stochastic differential equations (Q2143335) (← links)
- The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
- Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology (Q2166902) (← links)
- Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay (Q2176392) (← links)
- Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method (Q2178210) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation (Q2196039) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
- Strong convergence of the partially truncated Euler-Maruyama scheme for a stochastic age-structured SIR epidemic model (Q2286036) (← links)
- Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (Q2289976) (← links)
- A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type (Q2318207) (← links)
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
- Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- A review of the XFEM-based approximation of flow in fractured porous media (Q2406604) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
- Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← links)
- Dynamical equations for optimal nonlinear filtering (Q2527770) (← links)
- Approximations to and local properties of diffusions with discontinuous controls (Q2563141) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- Stochastic suicide substrate reaction model (Q2683103) (← links)
- Random walk numerical scheme for the steady-state of stochastic differential equations (Q2698368) (← links)
- High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients (Q2814094) (← links)
- Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- Fuzzy stochastic differential equations of decreasing fuzziness: Approximate solutions (Q2988508) (← links)
