Pages that link to "Item:Q3043439"
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The following pages link to Numerical methods for strong solutions of stochastic differential equations: an overview (Q3043439):
Displayed 30 items.
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
- Efficient simulation of discrete stochastic reaction systems with a splitting method (Q616169) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- A dynamical low-rank approach to the chemical master equation (Q839950) (← links)
- Stochastic models and numerical algorithms for a class of regulatory gene networks (Q841825) (← links)
- Developing Itô stochastic differential equation models for neuronal signal transduction path\-ways (Q849530) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- Solving the chemical master equation for monomolecular reaction systems analytically (Q883795) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation (Q1025884) (← links)
- Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade (Q1027792) (← links)
- New forms of extended Kalman filter via transversal linearization and applications to structural system identification (Q1033537) (← links)
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
- Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
- Evaluating methods for approximating stochastic differential equations (Q2497769) (← links)
- The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- ON ESTIMATION OF TRANSIENT STOCHASTIC STABILITY OF LINEAR SYSTEMS (Q4932790) (← links)
- Higher order weak linearizations of stochastically driven nonlinear oscillators (Q5438857) (← links)