Pages that link to "Item:Q3357211"

The following pages link to Stratonovich and Ito Stochastic Taylor Expansions (Q3357211):

Displaying 40 items.

• On a non-linear electronic circuit filtering (Q308026) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system (Q1032048) (← links)
• Lyapunov exponent and chaos of Duffing's equation perturbed by white noise (Q1126597) (← links)
• \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926) (← 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)
• Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
• Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
• On a nonlinear stochastic dynamic circuit using Stratonovich differential (Q1660557) (← links)
• Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
• Noise and dissipation on coadjoint orbits (Q1702989) (← 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)
• A basis for iterated stochastic integrals (Q1897650) (← links)
• An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652) (← links)
• Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations (Q1991638) (← links)
• An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space (Q2013298) (← links)
• Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
• 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)
• Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing (Q2213642) (← 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)
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
• Taylor expansions for continuous Stieltjes differential equations (Q4276494) (← links)
• Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398) (← links)
• (Q4568479) (← links)
• (Q4965807) (← links)
• (Q5056183) (← links)
• (Q5071330) (← links)
• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise (Q5079521) (← links)
• Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series (Q5137851) (← links)
• Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
• Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
• (Q5871683) (← links)
• Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
• Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise (Q6049262) (← links)
• Filtering theory for a weakly coloured noise process (Q6056695) (← links)
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)