Pages that link to "Item:Q1967100"

The following pages link to Absorbing boundaries and optimal stopping in a stochastic differential equation (Q1967100):

Displaying 18 items.

• An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095) (← links)
• A stochastic approach to the solution of magnetohydrodynamic equations (Q401603) (← links)
• Simulation of stopped diffusions (Q703771) (← links)
• Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees (Q834101) (← links)
• First exit time probability for multidimensional diffusions: A PDE-based approach (Q952076) (← links)
• The PDD method for solving linear, nonlinear, and fractional PDEs problems (Q2050309) (← links)
• Stochastic bifurcations induced by correlated noise in a birhythmic van der Pol system (Q2199561) (← links)
• Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
• Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
• Fast simulations of stochastic dynamical systems (Q2485717) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• Improved Simulation Techniques for First Exit Time of Neural Diffusion Models (Q2876163) (← links)
• Modeling and Simulation of Biochemical Processes Using Stochastic Hybrid Systems: The Sugar Cataract Development Process (Q3523126) (← links)
• Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352) (← links)
• Optimal potentials for diffusive search strategies (Q5269476) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER (Q5715584) (← links)
• General criteria for the study of quasi-stationarity (Q6164925) (← links)