Pages that link to "Item:Q1313407"
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The following pages link to Numerical solution of SDE through computer experiments. Including floppy disk (Q1313407):
Displaying 50 items.
- Mathematical models for hantavirus infection in rodents (Q263624) (← links)
- Stochastic Gauss equations (Q264913) (← links)
- Environmental variability and mean-reverting processes (Q316916) (← links)
- On the numerical discretisation of stochastic oscillators (Q449665) (← links)
- Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology (Q465330) (← links)
- A sustainability condition for stochastic forest model (Q507308) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Developments in formulation and application of the filtered density function (Q608070) (← links)
- A survey on OR and mathematical methods applied on gene-environment networks (Q623771) (← links)
- How to simulate anisotropic diffusion processes on curved surfaces (Q703699) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- A phenomenological model of myelinated nerve with a dynamic threshold (Q739380) (← links)
- A comparison of three different stochastic population models with regard to persistence time (Q851322) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- Exact solutions of stochastic differential equations: Gompertz, generalized logistic and revised exponential (Q973030) (← links)
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
- Bounds for the transition density of time-homogeneous diffusion processes (Q1009726) (← links)
- Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process (Q1020050) (← links)
- An approximate method via Taylor series for stochastic functional differential equations (Q1043908) (← links)
- Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
- A fractional differential equation model for continuous glucose monitoring data (Q1631083) (← links)
- Generalized Lagrangian coherent structures (Q1640910) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate (Q1709405) (← links)
- A diffusion process to model generalized von Bertalanffy growth patterns: fitting to real data (Q1715279) (← links)
- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms (Q1731001) (← links)
- Deterministic and stochastic nutrient-phytoplankton-zooplankton models with periodic toxin producing phytoplankton (Q1732160) (← links)
- Stochastic stability and instability of an epidemic model with relapse (Q1740258) (← links)
- A stochastic SIRI epidemic model with relapse and media coverage (Q1756835) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
- Stochastic resonance in feedforward-loop neuronal network motifs in astrocyte field (Q1790754) (← links)
- On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (Q1792589) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- Stochastic Galerkin techniques for random ordinary differential equations (Q1938428) (← links)
- A C-code for combining a Langevin fission dynamics of hot nuclei with a statistical model including evaporation of light particles and giant dipole \(\gamma\)-quanta (Q1967237) (← links)
- The optimal discretization of probability density functions (Q1978423) (← links)
- Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations (Q1991638) (← links)
- On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks (Q2002472) (← links)
- Stochastic approaches to Lagrangian coherent structures (Q2042448) (← links)
- Discrete attachment to a cellulolytic biofilm modeled by an Itô stochastic differential equation (Q2050016) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Andronov-Hopf and Neimark-Sacker bifurcations in time-delay differential equations and difference equations with applications to models for diseases and animal populations (Q2078138) (← links)
