Pages that link to "Item:Q4727939"
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The following pages link to An asymptotically efficient difference formula for solving stochastic differential equations (Q4727939):
Displaying 15 items.
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652) (← links)
- Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples (Q3823581) (← links)
- Relations between multiple ito and stratonovich integrals (Q3985885) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
- An Optimal Polynomial Approximation of Brownian Motion (Q5110549) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
