The following pages link to Gong Guanglu (Q589466):
Displaying 50 items.
- Randomized interior point methods for sampling and optimization (Q259600) (← links)
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (Q304519) (← links)
- Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions (Q304528) (← links)
- The parametrix method for skew diffusions (Q309004) (← links)
- The strong weak convergence of the quasi-EA (Q351502) (← links)
- Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- On Dobrushin's inequality (Q426716) (← links)
- Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (Q483625) (← links)
- Population Monte Carlo algorithm in high dimensions (Q539520) (← links)
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- The Euler-Maruyama approximations for the CEV model (Q553454) (← links)
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- The uniform modulus of continuity of iterated Brownian motion (Q678079) (← links)
- (Q701622) (redirect page) (← links)
- Computational intelligence: From mathematical point of view (Q701623) (← links)
- A dynamic programming approach to solve efficient frontier. (Q703144) (← links)
- Adaptive optimal allocation in stratified sampling methods (Q708783) (← links)
- Weak approximation of the stochastic wave equation (Q711221) (← links)
- Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions (Q711243) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
- Intermittency of leading moments in the model of branching process with diffusion in a random medium (Q753285) (← links)
- Distribution of the norm of a multidimensional Wiener process (Q756866) (← links)
- Uniform asymptotic expansions for pricing European options (Q816972) (← links)
- Note on functional iteration technique for \(M/G/1\) type Markov chains (Q846335) (← links)
- Towards a self-consistent theory of volatility (Q864196) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- Mathematical models of financial derivatives (Q925084) (← links)
- An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (Q974244) (← links)
- Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation (Q974245) (← links)
- Explicit error bounds for lazy reversible Markov chain Monte Carlo (Q998975) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions (Q1024896) (← links)
- The ``walk in hemispheres'' process and its applications to solving boundary value problems (Q1036939) (← links)
- Killed diffusions and their conditioning (Q1094760) (← links)
- Similarity solutions of first-passage problems for two-dimensional Wiener processes (Q1126102) (← links)
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path (Q1178302) (← links)
- Temps d'explosion d'équations différentielles stochastiques du type Doléans-Dade. (Explosion times for solutions of Doléans-Dade stochastic differential equations) (Q1185278) (← links)
- Stopped processes of temporally homogeneous Markov jump processes (Q1200713) (← links)
- Ruelle's inequality for the entropy of random diffeomorphisms (Q1202831) (← links)
- Asymptotic behavior of the transition probability of a random walk on an infinite graph (Q1281653) (← links)
- The symmetry of diffusions and the circulations of their projection processes (Q1286692) (← links)
- Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion (Q1291955) (← links)
- Markov property of stationary, discrete, quasi-linear equations (Q1313127) (← links)
- New Feynman-Kac type formula (Q1322728) (← links)
- Pathwise construction of additive \(H\)-transforms of super-Brownian motion (Q1343614) (← links)
- Oscillating random walk with a moving boundary (Q1343856) (← links)
