Pages that link to "Item:Q1373252"
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The following pages link to Local linearization method for the numerical solution of stochastic differential equations (Q1373252):
Displayed 31 items.
- A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- A higher order local linearization method for solving ordinary differential equations (Q870151) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations (Q1614124) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
- Dynamic properties of the local linearization method for initial value problems. (Q1855145) (← links)
- A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations (Q1855767) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
- Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
- Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
- Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
- Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (Q2565578) (← links)
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
- Estimation of parameters in incomplete data models defined by dynamical systems (Q2643277) (← links)
- Advances in mosquito dynamics modeling (Q2831020) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
- On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- (Q5159403) (← links)
- Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
- The free energy principle made simpler but not too simple (Q6094621) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)