Pages that link to "Item:Q3657148"
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The following pages link to Resolution trajectorielle et analyse numerique des equations differentielles stochastiques (Q3657148):
Displayed 18 items.
- Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391) (← links)
- Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
- Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. (Q1780711) (← links)
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652) (← links)
- Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- The non-linear sewing lemma III: stability and generic properties (Q2199333) (← links)
- Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- Approximation d'tun filtre avec observation sur une variete compacte (Q3794989) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. (Q5955777) (← links)