The following pages link to (Q4895010):
Displaying 24 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition (Q618567) (← links)
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
- Euler scheme and tempered distributions (Q850027) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations (Q1872347) (← links)
- Rate of convergence of a particle method to the solution of the McKean-Vlasov equation (Q1872380) (← links)
- Stochastic downscaling method: application to wind refinement (Q2001956) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term (Q2338710) (← links)
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811) (← links)
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
- Wind Simulation Refinement: Some New Challenges for Particle Methods (Q3007028) (← links)
- Weak order for the discretization of the stochastic heat equation (Q3055122) (← links)
- Analysis of splitting methods for reaction-diffusion problems using stochastic calculus (Q3055153) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- Some remarks on the numerical approximation of stochastic differential equations (Q3533907) (← links)
- STOCHASTIC SOLUTION OF CAUCHY QUASILINEAR SCHEME AND ALVAREZ-LIONS-MOREL ANISOTROPIC DIFFUSION PDE (Q5237591) (← links)
- On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients (Q5497098) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
