Pages that link to "Item:Q2303772"
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The following pages link to The Magnus expansion for stochastic differential equations (Q2303772):
Displayed 6 items.
- Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
- A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies (Q5033445) (← links)
- Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
- Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)