Pages that link to "Item:Q5939898"

The following pages link to Implicit Taylor methods for stiff stochastic differential equations (Q5939898):

Displaying 50 items.

• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• B-series analysis of iterated Taylor methods (Q639959) (← links)
• Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Split-step forward methods for stochastic differential equations (Q847245) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
• Estimation of parameters in mean-reverting stochastic systems (Q1718116) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Numerical solution of stochastic integral equations by using Bernoulli operational matrix (Q1997661) (← links)
• A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (Q2074870) (← links)
• Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
• Stochastic target-mediated drug disposition model based on birth-death process and its parameter inference using approximate Bayesian computation-MCMC (Q2109866) (← links)
• Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
• Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
• Bistability and switching in the lysis/lysogeny genetic regulatory network of bacteriophage \(\lambda\) (Q2187547) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
• The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← 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)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis (Q2632922) (← links)
• Numerical method for the simulation of the Brownian dynamics of rod-like microstructures with three-dimensional nonlinear beam elements (Q2895025) (← links)
• Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
• Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
• (Q5038019) (← links)
• General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (Q5079566) (← links)
• IMPLICIT SIMULATION METHODS FOR STOCHASTIC CHEMICAL KINETICS (Q5121200) (← links)
• Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations (Q5150067) (← links)
• Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations (Q5248080) (← links)
• (Q6121376) (← links)
• Polynomial Propagation of Moments in Stochastic Differential Equations (Q6171191) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
• B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems (Q6616293) (← links)