Pages that link to "Item:Q5316912"
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The following pages link to Weak exponential schemes for stochastic differential equations with additive noise (Q5316912):
Displayed 14 items.
- Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367) (← 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)
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677) (← links)
- Stochastic downscaling method: application to wind refinement (Q2001956) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
- Wind Simulation Refinement: Some New Challenges for Particle Methods (Q3007028) (← links)
- Stochastic Lagrangian method for downscaling problems in computational fluid dynamics (Q4933348) (← links)
- Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations (Q5079548) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
- An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)