Computational methods in Markov chains (60J22) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Recommendations
Cited in
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- An introduction to differential equations. Vol. 2. Stochastic modeling, methods, and analysis.
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- Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions
- Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients
- Operator theory of multiple Itô-integrals
- scientific article; zbMATH DE number 1014073 (Why is no real title available?)
- Stochastic perturbation of a cubic anharmonic oscillator
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- Higher-order adaptive methods for exit times of Itô diffusions
- Nonlinear inhomogeneous Fokker-Planck models: energetic-variational structures and long-time behavior
- Applied stochastic analysis
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- Ratio convergence rates for Euclidean first-passage percolation: applications to the graph infinity Laplacian
- Overview
- Adaptive sampling accelerates the hybrid deviational particle simulations
- Uniform strong error bounds for exponential modified Euler schemes applied to semi-linear stochastic differential equations
- Stochastic analysis and applications
- Stochastic Continuum Models for High-Entropy Alloys with Short-range Order
- Reservoir computing with error correction: long-term behaviors of stochastic dynamical systems
- A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations
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- Weak approximation schemes for SDEs with super-linearly growing coefficients
- Local well-posedness of a nonlinear Fokker–Planck model
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