The following pages link to (Q2790538):
Displaying 16 items.
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise (Q368100) (← links)
- The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
- Gramian-based model reduction for unstable stochastic systems (Q2103961) (← links)
- Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
- Mean square convergent three points finite difference scheme for random partial differential equations (Q2377035) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise (Q2801320) (← links)
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise (Q2864598) (← links)
- Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise (Q4568060) (← links)
- Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (Q5086713) (← links)
