Pages that link to "Item:Q1904549"

The following pages link to Approximations for stochastic differential equations with reflecting convex boundaries (Q1904549):

Displaying 30 items.

• Modelling biochemical reaction systems by stochastic differential equations with reflection (Q306774) (← links)
• Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
• Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise (Q508838) (← links)
• A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
• Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
• Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
• Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. (Q1427307) (← links)
• The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955) (← links)
• Lévy flights in inhomogeneous environments and \(1 / f\) noise (Q1783022) (← links)
• Projection scheme for stochastic differential equations with convex constraints. (Q1877506) (← links)
• Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• Penalty method for obliquely reflected diffusions (Q2058439) (← links)
• Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737) (← links)
• Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• On the -distance between semimartingales reflecting in different domains> (Q2706907) (← links)
• Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
• Multivalued monotone stochastic differential equations with jumps (Q2977582) (← links)
• On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)
• Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
• Approximating and Simulating Multivalued Stochastic Differential Equations (Q4652911) (← links)
• A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
• Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
• Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
• Some Random Batch Particle Methods for the Poisson-Nernst-Planck and Poisson-Boltzmann Equations (Q5095221) (← links)
• A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)