Pages that link to "Item:Q4074188"

The following pages link to Approximate Integration of Stochastic Differential Equations (Q4074188):

Displaying 50 items.

• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
• Stochastic modeling of the full cycle of one-product macroeconomy of growth (Q465951) (← links)
• Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
• A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
• Adaptive outer synchronization of delay-coupled nonidentical complex networks in the presence of intrinsic time delay and circumstance noise (Q747995) (← links)
• Environmental stochastic effects on phytoplankton-zooplankton dynamics (Q783628) (← links)
• Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
• Split-step forward methods for stochastic differential equations (Q847245) (← links)
• Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
• SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
• 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← 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)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
• Numerical solution of a class of random boundary value problems (Q1255311) (← links)
• Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays (Q1269653) (← links)
• Estimating the implicit interest rate of a risky asset (Q1316597) (← links)
• Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
• Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
• Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
• Gaussian process approximations for fast inference from infectious disease data (Q1644708) (← links)
• Continuous-time smooth ambiguity preferences (Q1657303) (← links)
• Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
• A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
• Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes (Q1714177) (← links)
• Wave pinning in competition-diffusion models in variable environments (Q1716902) (← links)
• Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Statistical analysis of diffusion systems with invariants (Q1741998) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• Chebyshev spectral collocation method for stochastic delay differential equations (Q1794979) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Two-factor term structure model with uncertain volatility risk (Q1800343) (← links)
• Numerical simulation of the stochastic Korteweg-de Vries equation (Q1808362) (← links)
• Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
• Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
• On the simulation of iterated Itô integrals. (Q1879510) (← links)
• Some problems in the simulation of nonlinear diffusion processes (Q1897677) (← links)
• On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
• Stationary distribution, extinction, density function and periodicity of an \(n\)-species competition system with infinite distributed delays and nonlinear perturbations (Q2083299) (← links)
• Computing the finite time Lyapunov exponent for flows with uncertainties (Q2123969) (← links)
• A stochastic SIS epidemic model with vaccination (Q2146805) (← links)
• \textit{Planktos}: an agent-based modeling framework for small organism movement and dispersal in a fluid environment with immersed structures (Q2155683) (← links)
• Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)