Pages that link to "Item:Q3473914"

The following pages link to An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst (Q3473914):

Displaying 10 items.

• Discretization error of stochastic integrals (Q640062) (← links)
• Realized volatility with stochastic sampling (Q981001) (← links)
• Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
• Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
• Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
• Efficient discretisation of stochastic differential equations (Q5086518) (← links)
• The optimal discretization of stochastic differential equations (Q5938583) (← links)