Pages that link to "Item:Q3960061"
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The following pages link to Numerical Treatment of Stochastic Differential Equations (Q3960061):
Displayed 14 items.
- Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (Q4248574) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Approximation of continuous time stochastic processes by a local linearization method (Q4372696) (← links)
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals (Q4409372) (← links)
- (Q4506261) (← links)
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
- Limiting distributions for minimum relative entropy calibration (Q4819434) (← links)
- Numerical Solution to Hybrid Stochastic Differential Systems (Q5459761) (← links)
- Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)
- The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
- Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
- Runge-Kutta methods for numerical solution of stochastic differential equations (Q5957938) (← links)
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)