Pages that link to "Item:Q1203152"

The following pages link to Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152):

Displaying 31 items.

• Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
• Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (Q6136116) (← links)
• Convergent finite element based discretization of a stochastic two‐phase flow model (Q6151827) (← links)
• Dynamic analysis of a stochastic epidemic model incorporating the double epidemic hypothesis and Crowley-Martin incidence term (Q6153151) (← links)
• Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)
• Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q6159578) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model (Q6167767) (← links)
• A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
• Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
• On distributions of velocity random fields in turbulent flows (Q6176474) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• A hybrid lattice Boltzmann-random walk method for heat transfer in gas-solids systems (Q6184045) (← links)
• Automated translation and accelerated solving of differential equations on multiple GPU platforms (Q6185164) (← links)
• Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations (Q6192318) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
• Probabilistic solutions of a nonlinear plate excited by Gaussian white noise fully correlated in space (Q6492945) (← links)
• The threshold of a stochastic SIRS epidemic model with a general incidence (Q6541345) (← links)
• Computing probability density of the first passage time for state transition in stochastic dynamical systems driven by Brownian motions: a singular integral method (Q6543702) (← links)
• On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise (Q6556737) (← links)
• Data-driven discovery of interpretable Lagrangian of stochastically excited dynamical systems (Q6557792) (← links)
• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
• Almost sure exponential stability and stochastic stabilization of discrete-time stochastic systems with impulses (Q6591540) (← links)
• Embedding stochastic differential equations into neural networks via dual processes (Q6607304) (← links)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
• \(\Phi\)-DVAE: physics-informed dynamical variational autoencoders for unstructured data assimilation (Q6614997) (← links)
• SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics (Q6639347) (← links)
• Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation (Q6641750) (← links)
• Wong-Zakai approximation of stochastic Volterra integral equations (Q6656577) (← links)
• Ergodicity and stationary distribution of a stochastic SIRI epidemic model with logistic birth and saturated incidence rate (Q6660757) (← links)
• Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)