Pages that link to "Item:Q1991638"

The following pages link to Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations (Q1991638):

Displaying 15 items.

• Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (Q2207514) (← links)
• A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations (Q2278208) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
• The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series (Q3305757) (← links)
• (Q4960356) (← links)
• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
• (Q4965807) (← links)
• (Q4986658) (← links)
• (Q5056183) (← links)
• (Q5071330) (← links)
• Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
• (Q5871683) (← links)
• Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)
• A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space (Q6569007) (← links)