Pages that link to "Item:Q1917686"
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The following pages link to The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations (Q1917686):
Displaying 14 items.
- Perturbed linear rough differential equations (Q397791) (← links)
- On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
- Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779) (← links)
- Smooth Random Functions, Random ODEs, and Gaussian Processes (Q4621288) (← links)
- An Optimal Polynomial Approximation of Brownian Motion (Q5110549) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
