Pages that link to "Item:Q1614124"
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The following pages link to A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations (Q1614124):
Displaying 16 items.
- 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 higher order local linearization method for solving ordinary differential equations (Q870151) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (Q2289976) (← links)
- Efficient computation of phi-functions in exponential integrators (Q2306400) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
- Computing multiple integrals involving matrix exponentials (Q2469632) (← links)
- Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
- The local linearization method for numerical integration of random differential equations (Q2568632) (← links)
- Estimation of parameters in incomplete data models defined by dynamical systems (Q2643277) (← links)
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)