Pages that link to "Item:Q1203152"
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The following pages link to Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152):
Displayed 50 items.
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Theory of diffusions applied to stochastic flow in porous media (Q596928) (← links)
- Numerical simulations of generalized Langevin equations with deeply asymptotic parameters (Q598144) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- Numerical approximation of the Vlasov-Poisson-Fokker-Planck system in one dimension (Q703781) (← links)
- Computing reactive flows with a field Monte Carlo formulation and multi-scale methods (Q704556) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- A comparison of three different stochastic population models with regard to persistence time (Q851322) (← links)
- Constructing approximate diffusion processes with uncertain data (Q853229) (← links)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- A note on the balanced method (Q855290) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates (Q864651) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- On weak approximations of \((a, b)\)-invariant diffusions (Q870432) (← links)
- Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
- Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- An efficient algorithm for scalar PDF modelling in incompressible turbulent flow; numerical analysis with evaluation of IEM and IECM micro-mixing models (Q882062) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- Convergence of numerical solutions to stochastic age-structured population system with diffusion (Q884574) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales (Q886102) (← links)
- Stochastic simulation of chemical reactions in spatially complex media (Q929170) (← links)
- Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
- Noise induced destruction of zero Lyapunov exponent in coupled chaotic systems (Q936818) (← links)
- A numerical method for some stochastic differential equations with multiplicative noise (Q936869) (← links)
- Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion (Q939504) (← links)
- Climate dynamics and fluid mechanics: Natural variability and related uncertainties (Q942793) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Error analysis of a stochastic immersed boundary method incorporating thermal fluctuations (Q960334) (← links)
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
- Stability of solution to a class of investment system (Q1002286) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- Multiple stochastic integrals with Mathematica (Q1005208) (← links)
- Small-angle Coulomb collision model for particle-in-cell simulations (Q1005375) (← links)
- The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
- Existence and uniqueness for a stochastic age-structured population system with diffusion (Q1007693) (← links)
- Numerical simulation of randomly forced turbulent flows (Q1268314) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)