Pages that link to "Item:Q5657637"
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The following pages link to Numerical Solution of Ito Integral Equations (Q5657637):
Displayed 15 items.
- Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
- Discretization of the Wiener-process in difference-methods for stochastic differential equations (Q799309) (← links)
- Numerical solution of a class of random boundary value problems (Q1255311) (← links)
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases (Q2369192) (← links)
- A new Gompertz-type diffusion process with application to random growth (Q2643257) (← links)
- Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
- APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS (Q3424339) (← links)
- A second-order Monte Carlo method for the solution of the Ito stochastic differential equation (Q3738494) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (Q4248574) (← links)
- A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations (Q4286488) (← links)
- Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)
- INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER (Q5715584) (← links)
- Random evolution equations in hydrology (Q5899799) (← links)
- Random evolution equations in hydrology (Q5899916) (← links)