The following pages link to (Q3308802):
Displaying 29 items.
- Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Multiple stochastic integrals with Mathematica (Q1005208) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- New Itô--Taylor expansions (Q1408408) (← links)
- On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
- On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (Q1792589) (← links)
- Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations (Q1991638) (← 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)
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (Q2320278) (← links)
- Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
- Simplified order 4.0 weak Taylor schemes for additive noise (Q2389547) (← links)
- Word combinatorics for stochastic differential equations: splitting integrators (Q2415197) (← links)
- Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- (Q4965807) (← links)
- (Q5056183) (← links)
- (Q5071330) (← links)
- Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series (Q5137851) (← links)
- (Q5155921) (← links)
- Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process (Q5218374) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- (Q5871683) (← links)
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
