Pages that link to "Item:Q914251"

The following pages link to A survey of numerical methods for stochastic differential equations (Q914251):

Displaying 50 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation (Q275074) (← links)
• Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
• Within-host demographic fluctuations and correlations in early retroviral infection (Q285154) (← links)
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations (Q297861) (← links)
• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• Obstacle avoiding patterns and cohesiveness of fish school (Q309135) (← links)
• Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
• Mean square solution of Bessel differential equation with uncertainties (Q313632) (← links)
• Computing probabilistic solutions of the Bernoulli random differential equation (Q313637) (← links)
• Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
• Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements (Q338544) (← links)
• Noise propagation in hybrid models of nonlinear systems: the Ginzburg-Landau equation (Q348868) (← links)
• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix (Q356082) (← links)
• A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
• PF-MPC: particle filter-model predictive control (Q411692) (← links)
• A random map implementation of implicit filters (Q423027) (← links)
• Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
• On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
• On the linear advection equation subject to random velocity fields (Q433630) (← links)
• Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932) (← links)
• Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
• Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques (Q491004) (← links)
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020) (← links)
• Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
• Determination of the stationary state densities of the stochastic nonlinear dynamical systems (Q538680) (← links)
• Biased three-dimensional cell migration and collagen matrix modification (Q541878) (← links)
• On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
• Exponential decay and scaling laws in noisy chaotic scattering (Q555739) (← links)
• Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
• Estimation of time dependent carbon transfer coefficients using net ecosystem exchange data (Q601076) (← links)
• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
• Block-structured grids in Lagrangian 3D edge plasma transport simulations (Q614993) (← links)
• Accelerating numerical solution of stochastic differential equations with CUDA (Q615026) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
• An improved control-variate scheme for particle-in-cell simulations with collisions (Q634093) (← links)
• Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478) (← links)
• A Milstein-based free knot spline approximation for stochastic differential equations (Q657649) (← links)
• Kernel-based regression of drift and diffusion coefficients of stochastic processes (Q665358) (← links)
• Permanence and asymptotical behavior of stochastic prey-predator system with Markovian switching (Q669394) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• Adaptive Q-S synchronization between coupled chaotic systems with stochastic perturbation and delay (Q693424) (← links)
• A fast random number generator for stochastic simulations (Q711792) (← links)
• Dynamics of transport under random fluxes on the boundary (Q718754) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)