The following pages link to (Q4856695):
Displaying 30 items.
- Numerical algorithms for stationary statistical properties of dissipative dynamical systems (Q262126) (← links)
- A patch that imparts unconditional stability to explicit integrators for Langevin-like equations (Q419615) (← links)
- Data-driven probability concentration and sampling on manifold (Q726929) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
- Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
- Stability indices for randomly perturbed power systems (Q1644548) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability (Q2565996) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Approximate Solutions of Lagrange Multipliers for Information-Theoretic Random Field Models (Q2945169) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- Spectral Theory for Perturbed Systems (Q3654699) (← links)
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
- Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
- Stochastic stability and stabilization for stochastic differential semi‐Markov jump systems with incremental quadratic constraints (Q6071539) (← links)
- Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise (Q6148335) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
