Pages that link to "Item:Q5392396"

The following pages link to Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations (Q5392396):

Displaying 50 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
• Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (Q784100) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
• Modeling the effect of sleep regulation on a neural mass model (Q1705027) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
• Stochastic Galerkin techniques for random ordinary differential equations (Q1938428) (← links)
• Stable solvers for real-time complex Langevin (Q1980678) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Koopman operator spectrum for random dynamical systems (Q2022704) (← links)
• Characterising stochastic fixed points and limit cycles for dynamical systems with additive noise (Q2038138) (← links)
• TT-QI: faster value iteration in tensor train format for stochastic optimal control (Q2038496) (← links)
• Error estimates of local discontinuous Galerkin method with implicit-explicit Runge Kutta for two-phase miscible flow in porous media (Q2048443) (← links)
• The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations (Q2053233) (← links)
• A Koopman framework for rare event simulation in stochastic differential equations (Q2133784) (← links)
• Hopf bifurcation without parameters in deterministic and stochastic modeling of cancer virotherapy. II (Q2157704) (← links)
• Identification of influencers in networks with dynamic behaviors (Q2161772) (← links)
• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
• Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• Numerical integration of ordinary differential equations with rapidly oscillatory factors (Q2255716) (← links)
• Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
• Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Abundant exact soliton solutions of the \((2+1)\)-dimensional Heisenberg ferromagnetic spin chain equation based on the Jacobi elliptic function ideas (Q2690048) (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
• Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779) (← links)
• Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation (Q2817782) (← links)
• New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576) (← links)
• Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE (Q4565981) (← links)
• Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
• Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
• The two-particle irreducible effective action for classical stochastic processes (Q5052051) (← links)
• On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)