The following pages link to (Q4319807):
Displayed 50 items.
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Numerical simulations of generalized Langevin equations with deeply asymptotic parameters (Q598144) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- Simulation of stopped diffusions (Q703771) (← links)
- The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
- Approximate nonlinear filtering and its application in navigation (Q813997) (← links)
- Coloured noise for dispersion of contaminants in shallow waters (Q840151) (← links)
- A note on the balanced method (Q855290) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← 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)
- Multiple stochastic integrals with Mathematica (Q1005208) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
- A weak form of stochastic Newmark method with applications to engineering dynamical systems (Q1401091) (← links)
- An approximation method for Navier-Stokes equations based on probabilistic approach. (Q1423139) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725) (← links)
- Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391) (← links)
- Convergence of a stochastic method for the modeling of polymeric fluids. (Q1566042) (← links)
- Numerical analysis of noise-induced regular oscillations (Q1570781) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Introduction to the numerical analysis of stochastic delay differential equations (Q1841963) (← links)
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- On weak implicit and predictor-corrector methods (Q1897658) (← links)
- A new numerical method for SDEs and its application in circuit simulation (Q1971846) (← links)
- Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching (Q2378721) (← links)
- Simplified order 4.0 weak Taylor schemes for additive noise (Q2389547) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Explorations of a family of stochastic Newmark methods in engineering dynamics (Q2494932) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)