Pages that link to "Item:Q4377355"
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The following pages link to Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations (Q4377355):
Displayed 24 items.
- Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water (Q970012) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
- Stability of random attractors under perturbation and approximation (Q1867241) (← links)
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
- A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations (Q2478751) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (Q2709393) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- Parameter Estimation for Partially Observed Hypoelliptic Diffusions (Q3551031) (← links)
- Adaptive weak approximation of stochastic differential equations (Q4790252) (← links)
- Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
- The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)