Rosenbrock-type methods for solving stochastic differential equations
From MaRDI portal
Publication:6572963
Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1197453 (Why is no real title available?)
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy
- A modification of numerical methods for stochastic differential equations with the first integral
- A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function
- A stochastic differential equation SIS epidemic model with two correlated Brownian motions
- A stochastic model of input effectiveness during irregular gamma rhythms
- An HIV latent infection model with cell-to-cell transmission and stochastic perturbation
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox
- Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations
- Computer virus propagation modelled as a stochastic differential game
- Continuous Markov processes and stochastic equations
- Effective numerical methods for simulating diffusion on a spherical surface in three dimensions
- Expressions of forward starting option price in Hull-White stochastic volatility model
- Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions
- Lyapunov exponents of two stochastic Lorenz 63 systems
- 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
- Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion
- Parallel realization of statistical simulation and random number generators
- Periodic solution and ergodic stationary distribution of stochastic SIRI epidemic systems with nonlinear perturbations
- Rosenbrock-Wanner methods: construction and mission
- Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
- SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series
- Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling
- Some general implicit processes for the numerical solution of differential equations
- Stationary distribution, extinction and probability density function of a stochastic vegetation-water model in arid ecosystems
- Statistical analysis of diffusion systems with invariants
- Stochastic Lotka-Volterra food chains
- Stochastic gravity and turbulence
- Stochastic modification of Newtonian dynamics and induced potential—Application to spiral galaxies and the dark potential
- Stochastic stabilization of rigid body motion of a spacecraft on SE(3)
This page was built for publication: Rosenbrock-type methods for solving stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6572963)
