Pages that link to "Item:Q1185114"
From MaRDI portal
The following pages link to Monte Carlo simulation of nonlinear diffusion processes (Q1185114):
Displayed 8 items.
- Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130) (← links)
- A stochastic particle method for some one-dimensional nonlinear p.d.e (Q1897656) (← links)
- Some problems in the simulation of nonlinear diffusion processes (Q1897677) (← links)
- Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation (Q2564691) (← links)
- An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (Q4378960) (← links)
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074) (← links)