Pages that link to "Item:Q1203152"

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

Displaying 50 items.

• Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
• Parameter estimation in stochastic grey-box models. (Q1428692) (← links)
• Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
• Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391) (← links)
• Stochasticity in single gene expression with both intrinsic noise and fluctuation in kinetic parameters (Q1617400) (← links)
• Ermakov-Ray-Reid systems with additive noise (Q1618813) (← links)
• A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315) (← links)
• The simulation of the non-Markovian behaviour of a two-level system (Q1619336) (← links)
• A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
• A new mathematical model for combining growth and energy intake in animals: the case of the growing pig (Q1628842) (← links)
• Dynamical analysis of a stochastic SIS epidemic model with nonlinear incidence rate and double epidemic hypothesis (Q1629880) (← links)
• A parallel time integrator for noisy nonlinear oscillatory systems (Q1640871) (← links)
• On backward Kolmogorov equation related to CIR process (Q1641940) (← links)
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
• Effect of velocity fluctuations on the rise of buoyant bubbles (Q1648255) (← links)
• Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
• Numerical solutions of stochastic Volterra-Fredholm integral equations by hybrid Legendre block-pulse functions (Q1662882) (← links)
• Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems (Q1663560) (← links)
• Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data (Q1668780) (← links)
• Approximating the solution stochastic process of the random Cauchy one-dimensional heat model (Q1669243) (← links)
• Random first-order linear discrete models and their probabilistic solution: a comprehensive study (Q1669258) (← links)
• Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing (Q1676023) (← links)
• Computational singular perturbation analysis of stochastic chemical systems with stiffness (Q1685440) (← links)
• Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588) (← links)
• Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus (Q1687075) (← links)
• Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
• Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
• A stochastic SIRS epidemic model incorporating media coverage and driven by Lévy noise (Q1694531) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
• Bidirectionality from cargo thermal fluctuations in motor-mediated transport (Q1701574) (← links)
• Information filtering in resonant neurons (Q1704946) (← links)
• Dynamical analysis of multi-nutrient and single microorganism chemostat model in a polluted environment (Q1712091) (← links)
• Extinction and persistence of a stochastic SIRS epidemic model with saturated incidence rate and transfer from infectious to susceptible (Q1713541) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
• A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
• On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
• Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435) (← links)
• Multiscale analysis of collective motion and decision-making in swarms: an advection-diffusion equation with memory approach (Q1719770) (← links)
• A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
• Dynamics of a stochastic SIS epidemic model with nonlinear incidence rates (Q1720165) (← links)
• Random difference scheme for diffusion advection model (Q1720182) (← links)
• A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
• Asymptotic behavior of a stochastic two-species competition model under the effect of disease (Q1722991) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
• Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)