Pages that link to "Item:Q2433776"
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The following pages link to Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776):
Displayed 5 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Computing multiple integrals involving matrix exponentials (Q2469632) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)