Pages that link to "Item:Q3855918"

The following pages link to A Method of Second-Order Accuracy Integration of Stochastic Differential Equations (Q3855918):

Displaying 36 items.

• A random map implementation of implicit filters (Q423027) (← 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)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← 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)
• A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
• Discretization and simulation of stochastic differential equations (Q760095) (← links)
• Discretization of the Wiener-process in difference-methods for stochastic differential equations (Q799309) (← links)
• Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
• Complexity and effective dimension of discrete Lévy areas (Q883328) (← 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)
• Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
• General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
• On simulating strongly-interacting, stochastic population models. (Q1418223) (← links)
• Variance reduction for discretised diffusions via regression (Q1674395) (← links)
• Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
• On simulating strongly interacting, stochastic population models. II: Multiple compartments (Q1877148) (← links)
• Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← 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)
• Numerical integration of stochastic differential equations. (Q1963638) (← links)
• Optimal pricing, production, and inventory for deteriorating items under demand uncertainty: the finite horizon case (Q2295332) (← links)
• A new simulation approach to the LIBOR market model (Q2476718) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL (Q2882692) (← links)
• ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
• Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
• Higher-Order Weak Approximation of Ito Diffusions by Markov Chains (Q3416058) (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process (Q5218374) (← links)
• A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)