Pages that link to "Item:Q914251"
From MaRDI portal
The following pages link to A survey of numerical methods for stochastic differential equations (Q914251):
Displayed 50 items.
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
- Optimal strategies for pricing general insurance (Q865606) (← links)
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
- On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process (Q924757) (← links)
- A Lagrangian, stochastic modeling framework for multi-phase flow in porous media (Q933337) (← links)
- A non-hybrid method for the PDF equations of turbulent flows on unstructured grids (Q936689) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- Statistical moments of the random linear transport equation (Q947891) (← links)
- Monte Carlo filters for identification of nonlinear structural dynamical systems (Q949160) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Statistical moments of the solution of the random Burgers-Riemann problem (Q1005185) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Monte Carlo simulation of nonlinear diffusion processes (Q1185114) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
- Numerical solutions of linear stochastic differential equations (Q1324320) (← links)
- Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130) (← links)
- Simulation of stochastic differential equations (Q1335342) (← links)
- Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
- A weak form of stochastic Newmark method with applications to engineering dynamical systems (Q1401091) (← links)
- On simulating strongly-interacting, stochastic population models. (Q1418223) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
- Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
- Path integral approach for electron transport in disturbed magnetic field lines (Q1860797) (← links)
- Variance reduction for Monte Carlo simulation of stochastic environmental models (Q1861685) (← links)
- Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
- Some problems in the simulation of nonlinear diffusion processes (Q1897677) (← links)
- Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198) (← links)
- Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) (Q1904837) (← links)
- Topics in data assimilation: stochastic processes (Q2371189) (← links)
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
- Probabilistic approach for break-up and coalescence in bubbly flow and coupling with CFD codes (Q2470262) (← links)
- Monte-Carlo simulation of stochastic differential systems - a geometrical approach (Q2476884) (← links)
- Modeling and inversion of net ecological exchange data using an Itô stochastic differential equation approach (Q2479135) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Structure preserving stochastic integration schemes in interest rate derivative modeling (Q2479422) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- On the complexity of parabolic initial-value problems with variable drift (Q2489153) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- Explorations of a family of stochastic Newmark methods in engineering dynamics (Q2494932) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)