Pages that link to "Item:Q2143109"
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The following pages link to A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109):
Displaying 12 items.
- Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations (Q2095763) (← links)
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
- Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations (Q6070652) (← links)
- Lagrangian stochastic model for the orientation of inertialess spheroidal particles in turbulent flows: an efficient numerical method for CFD approach (Q6100097) (← links)
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations (Q6101777) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
- Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
- An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
- Splitting for some classes of homeomorphic and coalescing stochastic flows (Q6617085) (← links)
- A splitting method for nonlinear filtering problems with diffusive and point process observations (Q6646464) (← links)
- Efficient option pricing in the rough Heston model using weak simulation schemes (Q6657699) (← links)
