Pages that link to "Item:Q4659905"

The following pages link to Weak approximation of stochastic differential delay equations (Q4659905):

Displaying 20 items.

• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← links)
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
• An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
• A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
• Stochastic delay differential equations for genetic regulatory networks (Q885917) (← links)
• Sparse network estimation for dynamical spatio-temporal array models (Q2008222) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
• Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
• Weak order for the discretization of the stochastic heat equation (Q3055122) (← links)
• Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
• Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
• Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782) (← links)
• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition (Q5073882) (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
• Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations (Q6566109) (← links)