Pages that link to "Item:Q4310870"
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The following pages link to Random Generation of Stochastic Area Integrals (Q4310870):
Displaying 38 items.
- Higher-order time integration of Coulomb collisions in a plasma using Langevin equations (Q401573) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← 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)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Time-dependent probability density function for general stochastic logistic population model with harvesting effort (Q2068507) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
- Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
- Efficient almost-exact Lévy area sampling (Q2453869) (← links)
- Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (Q2511559) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- Unbiased Estimation with Square Root Convergence for SDE Models (Q2795863) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series (Q3305757) (← links)
- Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (Q4374900) (← links)
- Approximating systems of differential equations with random inputs or boundary conditions (Q4395796) (← links)
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations (Q4517514) (← links)
- (Q4965807) (← links)
- (Q4986658) (← links)
- HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX (Q5035343) (← links)
- (Q5056183) (← links)
- (Q5071330) (← links)
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
- (Q5871683) (← links)
- Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) (← links)
- Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
