Pages that link to "Item:Q4376220"

The following pages link to Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises (Q4376220):

Displaying 20 items.

• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• A solution of the Ornstein-Uhlenbeck equation (Q816021) (← links)
• Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
• SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• Numerical analysis of noise-induced regular oscillations (Q1570781) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Stochastic stability of a magnetically affected single-layer graphene sheet resting on a viscoelastic foundation (Q1797626) (← links)
• Influence of the mode number on the stochastic stability regions of the elastic beam (Q1937693) (← links)
• Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135) (← links)
• One-step approximations for stochastic functional differential equations (Q2490728) (← links)
• Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise (Q2791763) (← links)
• Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
• A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
• Modelling and simulation of transient noise in circuit simulation (Q3592331) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)