scientific article; zbMATH DE number 3928016

MaRDI QIDQ3702223zbMATH OpenFDO

Authors G. N. Mil'shtejn

Publication date 1985

zbMATH Keywords

approximate solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Recommendations

• Weak approximation of stochastic equations
• Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations^∗
• scientific article; zbMATH DE number 844583
• On weak solutions of stochastic differential equations
• scientific article; zbMATH DE number 19390
• Weak approximation of stochastic partial differential equations: the nonlinear case
• Continuous weak approximation for stochastic differential equations
• approximation for the solutions of stochastic differential equations. iii. jointly weak convergence

Cited in

(16)

• Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables
• Continuous weak approximation for stochastic differential equations
• On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise
• scientific article; zbMATH DE number 733931 (Why is no real title available?)
• Weak approximation of stochastic differential delay equations
• Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs
• Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures
• Weak approximation schemes for SDEs with super-linearly growing coefficients
• Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II finitely many bounded moments and higher-order schemes
• Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law
• Sampling and estimation on manifolds using the Langevin diffusion
• Sampling from mixture distributions based on regime-switching diffusions
• Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients
• A class of numerical algorithms for stochastic differential equations with randomly varying truncations
• A duality approach for the weak approximation of stochastic differential equations
• On weak approximations of \((a, b)\)-invariant diffusions

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 Q3702223)