Pages that link to "Item:Q4248574"
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The following pages link to Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (Q4248574):
Displayed 12 items.
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
- Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances (Q711859) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
- Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise (Q2223803) (← links)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence (Q4659931) (← links)
- Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214) (← links)
- Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217) (← links)