Pages that link to "Item:Q3960061"
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The following pages link to Numerical Treatment of Stochastic Differential Equations (Q3960061):
Displayed 50 items.
- Numerical simulation of a stochastic model for cancerous cells submitted to chemotherapy (Q751535) (← links)
- The simple pendulum and the periodic LQG control problem (Q805551) (← 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)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- White versus non-white stochastic environment of intrinsically stochastic systems: A computational approach to the evolutionary problem (Q1070810) (← links)
- Monte Carlo-type simulation for solving stochastic ordinary differential equations (Q1079347) (← links)
- Stochastic model of leukocyte chemosensory movement (Q1093591) (← links)
- A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
- \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
- Numerical solutions of linear stochastic differential equations (Q1324320) (← links)
- Simulation of stochastic differential equations (Q1335342) (← links)
- A second look at the method of random walks (Q1363522) (← links)
- A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations (Q1378460) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- A stochastic model for predator-prey systems: basic properties, stability and computer simulation (Q1814080) (← links)
- A stochastic model of IndoPacific sea surface temperature anomalies (Q1816839) (← links)
- Numerical integration of the fluctuating hydrodynamic equations (Q1823771) (← links)
- Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
- On the simulation of iterated Itô integrals. (Q1879510) (← links)
- Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198) (← links)
- Numerical integration of stochastic differential equations. (Q1963638) (← links)
- A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
- On stochastic parameter estimation using data assimilation (Q2371199) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- Stabilized methods for stiff stochastic systems (Q2464278) (← links)
- Modeling and inversion of net ecological exchange data using an Itô stochastic differential equation approach (Q2479135) (← links)
- Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
- Explorations of a family of stochastic Newmark methods in engineering dynamics (Q2494932) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← 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)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- Some remarks on the numerical approximation of stochastic differential equations (Q3533907) (← links)
- Estimation for nonlinear stochastic differential equations by a local linearization method<sup>1</sup> (Q4208316) (← 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)
- Continuous panel models with time dependent parameters (Q4229254) (← links)