scientific article; zbMATH DE number 766255
From MaRDI portal
Publication:4836694
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Recommendations
Cited in
(26)- Remarks on the numerical solution of Langevin equations on unitary group spaces
- Statistical analysis of diffusion systems with invariants
- An efficient and statistically accurate Lagrangian data assimilation algorithm with applications to discrete element sea ice models
- Using maximum cross section method for filtering jump-diffusion random processes
- Numerical solution to highly nonlinear neutral-type stochastic differential equation
- Conference ``Dynamics in Siberia dedicated to the 90th anniversary of B. V. Chirikov, Novosibirsk, Russia, February 26 -- March 4, 2018. Abstracts
- scientific article; zbMATH DE number 5812580 (Why is no real title available?)
- Numerical solution of stochastic differential equation corresponding to continuous distributions
- Numerical simulation of stochastic systems of linear stationary differential equations
- scientific article; zbMATH DE number 4211202 (Why is no real title available?)
- scientific article; zbMATH DE number 3984247 (Why is no real title available?)
- scientific article; zbMATH DE number 1225864 (Why is no real title available?)
- Numerical solution to a stochastic interception problem
- THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
- scientific article; zbMATH DE number 2009855 (Why is no real title available?)
- scientific article; zbMATH DE number 1471744 (Why is no real title available?)
- scientific article; zbMATH DE number 1500890 (Why is no real title available?)
- Modeling and analysis of linear invariant stochastic systems
- scientific article; zbMATH DE number 7012582 (Why is no real title available?)
- Numerical differentiation and parameter estimation in higher-order linear stochastic systems
- scientific article; zbMATH DE number 5499133 (Why is no real title available?)
- Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components
- Stationary Density Estimation of Itô Diffusions Using Deep Learning
- On a deterministic approach to the numerical solution of the SDE
- Numerical simulations of stochastic differential equations
- Numerical solution of systems of random differential equations with Gaussian statistics
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 Q4836694)
