The following pages link to (Q4938228):
Displaying 50 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137) (← links)
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- Convergence of numerical solutions to stochastic age-structured system of three species (Q426923) (← links)
- Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion (Q430501) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Convergence of numerical solutions to stochastic age-structured population system with diffusion (Q884574) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365) (← links)
- Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion (Q939504) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- The Euler scheme for random impulsive differential equations (Q990414) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- Some current issues in quasi-Monte Carlo methods (Q1402004) (← links)
- The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration (Q1599199) (← links)
- Weak discrete time approximation of stochastic differential equations with time delay (Q1614044) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435) (← links)
- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (Q1743400) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems (Q2049749) (← links)
- Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (Q2057392) (← links)
- Solution to a stochastic 3D nonlocal Cahn-Hilliard-Navier-Stokes model with shear dependent viscosity via a splitting-up method (Q2075816) (← links)
- Stationary distribution, extinction, density function and periodicity of an \(n\)-species competition system with infinite distributed delays and nonlinear perturbations (Q2083299) (← links)
- A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics (Q2223867) (← links)
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981) (← links)
- The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435) (← links)
- A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
- A continuum approximation to an off-lattice individual-cell based model of cell migration and adhesion (Q2415722) (← links)
- An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914) (← links)
- Convergence of numerical solutions to stochastic age-dependent population equations (Q2493925) (← links)
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
- Random walk numerical scheme for the steady-state of stochastic differential equations (Q2698368) (← links)
- A spectral-based numerical method for Kolmogorov equations in Hilbert spaces (Q2828069) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- (Q5053253) (← links)
