The following pages link to Evelyn Buckwar (Q356149):
Displaying 50 items.
- Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150) (← links)
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
- A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations (Q378995) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution (Q662573) (← links)
- On exponential stability of non-autonomous stochastic semilinear evolution equations (Q698895) (← links)
- Moment and almost sure Lyapunov exponents of mild solutions of stochastic evolution equations with variable delays via approximation approaches (Q700279) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- A representation of solution of stochastic differential equations (Q819670) (← links)
- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004. (Q883603) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations (Q1273686) (← links)
- On the splitting-up method and stochastic partial differential equations (Q1394518) (← links)
- Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\) (Q1397969) (← links)
- A weak form of stochastic Newmark method with applications to engineering dynamical systems (Q1401091) (← links)
- On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion (Q1415886) (← links)
- Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations (Q1428898) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- The use of importance sampling in the solution of stochastic differential equations. (Q1432641) (← links)
- Stability of stochastic functional differential equations with respect to first approximation (Q1589124) (← links)
- Continuous \(\Theta\)-methods for the stochastic pantograph equation (Q1595879) (← links)
- A note on the LaSalle-type theorems for stochastic differential delay equations (Q1604232) (← links)
- On perturbed nonlinear Itô type stochastic integrodifferential equations (Q1604608) (← links)
- A Monte Carlo method for the simulation of first passage times of diffusion processes (Q1610840) (← links)
- Stochastic differential delay equations of population dynamics (Q1772302) (← links)
- Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
- Stability of solutions of stochastic differential equations with random delays (Q1778297) (← links)
- Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. (Q1780711) (← links)
- Introduction to the numerical analysis of stochastic delay differential equations (Q1841963) (← links)
- Variance reduction for Monte Carlo simulation of stochastic environmental models (Q1861685) (← links)
- Approximation for semilinear stochastic evolution equations (Q1868135) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- Stability and convergence via Lyapunov-like functionals of stochastic parabolic partial differential equations (Q1888515) (← links)
- Exponential mean-square stability properties of stochastic linear multistep methods (Q2045092) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- Laws of large numbers and Langevin approximations for stochastic neural field equations (Q2251515) (← links)
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (Q2302513) (← links)
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
- A course in applied stochastic processes. (Q2373912) (← links)
- Stochastic integration and time series modeling. An introduction with applications from financing and econometries. (Q2382314) (← links)
- Theory of probability and random processes. (Q2384377) (← links)
- Wong-Zakai type approximation of SPDEs of Lévy noise (Q2385537) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (Q2406621) (← links)
