The following pages link to (Q4004325):
Displayed 50 items.
- Stability analysis of a stochastic logistic model (Q597525) (← links)
- Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations (Q678212) (← links)
- Non-Monte Carlo formulations and computational techniques for the stochastic nonlinear Schrödinger equation (Q703445) (← links)
- Simulation of stopped diffusions (Q703771) (← links)
- Fitting SDE models to nonlinear Kac-Zwanzig heat bath models (Q705659) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Qualitative properties of stochastic iterative processes under random structural perturbations (Q706641) (← links)
- The parameters of the stochastic leaky integrate-and-fire neuronal model (Q849517) (← links)
- A maximum entropy method for particle filtering (Q852048) (← links)
- Mesoscopic simulation of Ostwald ripening (Q853199) (← links)
- A note on the balanced method (Q855290) (← links)
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure (Q855292) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- On preserving long-time features of a linear stochastic oscillator (Q878207) (← links)
- Modeling the euglycemic hyperinsulinemic clamp by stochastic differential equations (Q883784) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\) (Q930373) (← links)
- Bayesian inference for functional response in a stochastic predator-prey system (Q932027) (← links)
- Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- A factorisation of diffusion measure and finite sample path constructions (Q937166) (← links)
- Approximation of quantum Lévy processes by quantum random walks (Q943034) (← links)
- New molecular transport model for FDF/LES of turbulence with passive scalar (Q943899) (← links)
- Effect of environmental fluctuation on a detritus based ecosystem (Q949271) (← links)
- Stability analysis of a stochastic logistic model with nonlinear diffusion term (Q949989) (← links)
- Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
- A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)
- Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters (Q1001496) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Calculating effective diffusivities in the limit of vanishing molecular diffusion (Q1005492) (← links)
- Parameter identification in particle models (Q1261997) (← links)
- Approximation of stochastic differential equations with modified fractional Brownian motion (Q1267977) (← links)
- Escape rates in Hamiltonian systems. (Q1285120) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Simulation of stochastic differential equations (Q1335342) (← links)
- The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
- PDF model calculations of compressible turbulent flows using smoothed particle hydrodynamics (Q1360446) (← links)
- Conservation laws with a random source (Q1365468) (← links)
- Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
- Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
- A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations (Q1378460) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)