scientific article; zbMATH DE number 3839062

Cited in

(32)

On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
scientific article; zbMATH DE number 7627965 (Why is no real title available?)
A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations
Higher-order implicit strong numerical schemes for stochastic differential equations
Cubature methods and applications
Simplified order 4.0 weak Taylor schemes for additive noise
Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations
Numerical solution of stochastic differential equations in finance
Computational solution of stochastic differential equations
Algebraic structures and stochastic differential equations driven by Lévy processes
Higher order Langevin Monte Carlo algorithm
Trees and asymptotic expansions for fractional stochastic differential equations
scientific article; zbMATH DE number 7644507 (Why is no real title available?)
On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
A survey of numerical methods for stochastic differential equations
Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series
General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
Insurance claims modulated by a hidden Brownian marked point process
scientific article; zbMATH DE number 7318972 (Why is no real title available?)
Multiple stochastic integrals with Mathematica
Word combinatorics for stochastic differential equations: splitting integrators
New Itô--Taylor expansions
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space
On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
Modifying the split-step \(\theta \)-method with harmonic-mean term for stochastic differential equations
Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process
Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations
The improved split-step θ methods for stochastic differential equation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3308802)