Pages that link to "Item:Q2666021"
From MaRDI portal
The following pages link to On the stochastic Magnus expansion and its application to SPDEs (Q2666021):
Displaying 5 items.
- Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
- Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
- Numerical solution of kinetic SPDEs via stochastic Magnus expansion (Q6102934) (← links)
- Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)
- On the impact of feeding cost risk in aquaculture valuation and decision making (Q6657705) (← links)