Numerical methods for simulation of stochastic differential equations
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Cites work
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- An improved Milstein method for stiff stochastic differential equations
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- Approximate Integration of Stochastic Differential Equations
- Continuous Markov processes and stochastic equations
- Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
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- Mean-square numerical approximations to random periodic solutions of stochastic differential equations
- Modeling with Itô Stochastic Differential Equations
- Numerical simulation of stochastic ordinary differential equations in biomathematical modelling.
- Numerical solution of differential-algebraic equations with index-2
- Runge-Kutta methods for numerical solution of stochastic differential equations
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- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus
- Numerical integration of stochastic partial differential equations
- An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate
- A generalized entropy optimization modelling in the theory of stochastic differential equations
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation
- Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: a comparative study
- Monte-Carlo simulation of stochastic differential systems - a geometrical approach
- Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations
- Abundant exact soliton solutions of the \((2+1)\)-dimensional Heisenberg ferromagnetic spin chain equation based on the Jacobi elliptic function ideas
- Numerical procedures for sample structures on stochastic differential equations
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- Environmental stochasticity, Cournot competition and the prisoner's dilemma
- A reliable numerical analysis for stochastic gonorrhea epidemic model with treatment effect
- Method for simulating non-linear stochastic differential equations in ℝ1
- Numerical Solution of Free Stochastic Differential Equations
- A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
- Nonlinear responses in a neural network under spatial electromagnetic radiation
- Can the Clocks Tick Together Despite the Noise? Stochastic Simulations and Analysis
- Relaxation to quantum equilibrium and the Born rule in Nelson's stochastic dynamics
- A general framework to simulate diffusions with discontinuous coefficients and local times
- A new method for modelling the stochastic differential equations
- Stochastic and spatio-temporal models in understanding the extinction, persistence and control of a within-host viral dynamics
- Stability and convergence analysis of stochastic Runge-Kutta and balanced stochastic Runge-Kutta methods for solving stochastic differential equations
- Stochastic Gompertzian model for parathyroid tumor growth
- Deterministic, stochastic, and deep learning approaches to understand the economic fluctuations in India
- Convergence of the -Euler-Maruyama method for a class of stochastic Volterra integro-differential equations
- Orthonormal discrete Legendre polynomials for stochastic distributed-order time-fractional fourth-order delay sub-diffusion equation
- Designing selfsimilar diffusions
- Stochastic eco-evolutionary dynamics of multivariate traits: a framework for modeling population processes illustrated by the study of drifting \(\mathbf{G}\)-matrices
- Dynamic analysis of a stochastic microorganism flocculation model with two complementary nutrients and nonlinear perturbation
- A multi-stage hybrid technique for 2D stochastic nonlinear Itô-Volterra integral equations
- Detecting turning points in high-frequency financial data analysis
- Numerical simulations of stochastic differential equations
- Computer simulations of multiplicative stochastic differential equations
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