Pages that link to "Item:Q3473913"

The following pages link to Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913):

Displaying 50 items.

• Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
• Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme (Q512837) (← links)
• Noise-induced oscillations in an actively mode-locked laser (Q604036) (← links)
• Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
• Computing ergodic limits for Langevin equations (Q885910) (← links)
• Weak backward error analysis for Langevin process (Q906954) (← links)
• A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
• Monte Carlo simulation of nonlinear diffusion processes (Q1185114) (← links)
• Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
• Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
• Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
• Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
• Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations (Q2236667) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
• Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
• Error estimates on ergodic properties of discretized Feynman-Kac semigroups (Q2326369) (← links)
• A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459) (← links)
• Sampling the posterior: an approach to non-Gaussian data assimilation (Q2371192) (← links)
• An adaptive scheme for the approximation of dissipative systems (Q2381971) (← links)
• Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
• Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
• Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
• Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
• Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
• Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming (Q2953227) (← links)
• Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme (Q2967593) (← links)
• Conservative stochastic differential equations: Mathematical and numerical analysis (Q3055188) (← links)
• On the discretization schemes for the CIR (and Bessel squared) processes (Q3367271) (← links)
• Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)
• RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388) (← links)
• Sur quelques algorithmes récursifs pour les probabilités numériques (Q4534847) (← links)
• Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)