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):
Displaying 12 items.
- Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367) (← links)
- 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)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← 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)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- An explicit numerical scheme for the computer simulation of the stochastic transport equation (Q2137192) (← links)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- Computing multiple integrals involving matrix exponentials (Q2469632) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
