Pages that link to "Item:Q2651517"
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The following pages link to Continuous Markov processes and stochastic equations (Q2651517):
Displaying 50 items.
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020) (← links)
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
- Stochastic dynamics of the multi-state voter model over a network based on interacting cliques and zealot candidates (Q744575) (← links)
- Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
- Stochastic methods for Dirichlet problems (Q812077) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- A formal mathematical framework for modeling probabilistic hybrid systems (Q870808) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations (Q980086) (← links)
- High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- Convergence in probability for perturbed stochastic integral equations (Q1112454) (← links)
- \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926) (← links)
- Some approximations of stochastic integrals and solutions of stochastic differential equations (Q1259086) (← links)
- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays (Q1269653) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
- The Novikov and entropy conditions of multidimensional diffusion processes with singular drift (Q1326262) (← links)
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545) (← links)
- Simulation of stochastic differential equations (Q1335342) (← links)
- Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
- On bounded entropy of solutions of multi-dimensional stochastic differential equations (Q1382205) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
- Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
- The moments of a diffusion process (Q1642244) (← links)
- Impact of parameter variability and environmental noise on the Klausmeier model of vegetation pattern formation (Q1649061) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (Q1700739) (← links)
- Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
- Statistical analysis of diffusion systems with invariants (Q1741998) (← links)
- Split-step collocation methods for stochastic Volterra integral equations (Q1751566) (← links)
- An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
- Chebyshev spectral collocation method for stochastic delay differential equations (Q1794979) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- Two-factor term structure model with uncertain volatility risk (Q1800343) (← links)
- Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635) (← links)
