Pages that link to "Item:Q2651517"
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The following pages link to Continuous Markov processes and stochastic equations (Q2651517):
Displaying 50 items.
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
- Approximate solutions for a class of delay stochastic differential equations (Q3209945) (← links)
- Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
- A family of weak stochastic Newmark methods for simplified and efficient Monte Carlo simulations of oscillators (Q3440547) (← links)
- Predation may defeat spatial spread of infection (Q3520260) (← links)
- Sur l'approximation des solutions d'�quations diff�rentielles stochastiques (Q4151488) (← links)
- Approximate solutions for a class of stochastic evolution equations with variable delays. II (Q4291885) (← links)
- Apporoximate solutions for stochastic differential equations with pathwise uniqueness (Q4303237) (← links)
- Carathéodory approximation solutions to a class of stochastic functional differential equations (Q4339870) (← links)
- Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (Q4378960) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- (Q4568478) (← links)
- Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy (Q4626313) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
- Fluctuation theorem: A critical review (Q4644308) (← links)
- Approximate solutions for a class of stochastic evolution equations with variable delays (Q4711184) (← links)
- An asymptotically efficient difference formula for solving stochastic differential equations (Q4727939) (← links)
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
- A Multiresolution Method for Parameter Estimation of Diffusion Processes (Q4904733) (← links)
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q4916362) (← links)
- Structural Properties of the Stability of Jamitons (Q4956852) (← links)
- Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- STRONG CONVERGENCE FOR EULER–MARUYAMA AND MILSTEIN SCHEMES WITH ASYMPTOTIC METHOD (Q4979887) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients (Q4997856) (← links)
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- (Q5038019) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- DYNAMICS OF DELAYED NICHOLSON’S BLOWFLIES MODELS (Q5060035) (← links)
- Rapid Bayesian Inference for Expensive Stochastic Models (Q5084450) (← links)
- (Q5155921) (← links)
- A reliable numerical analysis for stochastic gonorrhea epidemic model with treatment effect (Q5193361) (← links)
- Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process (Q5218374) (← links)
- Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations (Q5264882) (← links)
- The Extrinsic Noise Effect on Lateral Inhibition Differentiation Waves (Q5270673) (← links)
- A Study of the Efficiency of Exact Methods for Diffusion Simulation (Q5326104) (← links)
- On the construction of certain diffusions on a differentiable manifold (Q5341286) (← links)
- Optimal Approximation of the Second Iterated Integral of Brownian Motion (Q5421610) (← links)
- Numerical Solution to Hybrid Stochastic Differential Systems (Q5459761) (← links)
- Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection (Q5478908) (← links)
- Classical Noise IV: Langevin Methods (Q5550766) (← links)
- First-passage properties of asymmetric Lévy flights (Q5872767) (← links)
- Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987) (← links)
- On a deterministic approach to the numerical solution of the SDE (Q5938379) (← links)
