The following pages link to (Q3048009):
Displayed 21 items.
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Simulation studies on time discrete diffusion approximations (Q1095628) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Relations between multiple ito and stratonovich integrals (Q3985885) (← links)
- The approximation of multiple stochastic integrals (Q4019361) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398) (← links)
- A higher-order accurate fluid-particle algorithm for polymer flows (Q4910202) (← links)
- Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
- Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. (Q5955777) (← links)
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
- Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise (Q6148335) (← links)