Pages that link to "Item:Q4074188"
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The following pages link to Approximate Integration of Stochastic Differential Equations (Q4074188):
Displayed 28 items.
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← 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)
- 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)
- 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)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions (Q2496939) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
- On Markov modelling of turbulence (Q4835877) (← links)
- On the discretization in time of parabolic stochastic partial differential equations (Q5890474) (← links)
- Random evolution equations in hydrology (Q5899799) (← links)
- Random evolution equations in hydrology (Q5899916) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
- Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. (Q5955777) (← links)