Pages that link to "Item:Q1767809"
From MaRDI portal
The following pages link to An analytic approximation of solutions of stochastic differential equations (Q1767809):
Displaying 12 items.
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← links)
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching (Q534838) (← links)
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
- Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
- An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion (Q668885) (← links)
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
- An approximate method via Taylor series for stochastic functional differential equations (Q1043908) (← links)
- Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation (Q1724003) (← links)
- Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps (Q2050054) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
