Pages that link to "Item:Q3729770"
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The following pages link to Weak Approximation of Solutions of Systems of Stochastic Differential Equations (Q3729770):
Displayed 50 items.
- Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
- Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- PDF model calculations of compressible turbulent flows using smoothed particle hydrodynamics (Q1360446) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Numerical simulation of the stochastic Korteweg-de Vries equation (Q1808362) (← links)
- On weak implicit and predictor-corrector methods (Q1897658) (← links)
- The solving of boundary value problems by numerical integration of stochastic equations (Q1897659) (← links)
- Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198) (← links)
- Numerical solution of differential equations with colored noise (Q1906436) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems (Q2085694) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Simplified order 4.0 weak Taylor schemes for additive noise (Q2389547) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
- On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640) (← links)
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
- Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
- High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
- Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
- On Simulating Wiener Integrals and Their Expectations (Q3416000) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations (Q4286488) (← links)
- Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
- (Q4633052) (← links)
- Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
- Efficient Numerical Algorithms for the Generalized Langevin Equation (Q5037539) (← links)
