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.

• A stochastic viral infection model driven by Lévy noise (Q2000369) (← links)
• Asymptotic stability of a stochastic May mutualism system (Q2004552) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Numerical schemes for ordinary delay differential equations with random noise (Q2008511) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
• Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593) (← links)
• Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2010247) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model (Q2029434) (← links)
• On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
• Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
• High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems (Q2049749) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
• Stochastic continuum approach to high-cycle fatigue: modelling stress history as a stochastic process (Q2063408) (← links)
• Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems (Q2066975) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• A minimal model for synaptic integration in simple neurons (Q2077583) (← links)
• Moment estimates in the first Borel-Cantelli lemma with applications to mean deviation frequencies (Q2081761) (← links)
• Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
• Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
• Unbiased estimation using a class of diffusion processes (Q2099713) (← links)
• A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
• Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
• On stability of solutions of stochastic delay differential equations (Q2107623) (← links)
• A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
• Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters (Q2122866) (← links)
• Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics (Q2124589) (← links)
• Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (Q2128236) (← links)
• Model error propagation from experimental to prediction configuration (Q2132609) (← links)
• Stochastic pursuit-evasion curves for foraging dynamics (Q2133124) (← links)
• Surface fluctuating hydrodynamics methods for the drift-diffusion dynamics of particles and microstructures within curved fluid interfaces (Q2133750) (← links)
• Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
• Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise (Q2134758) (← links)
• First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS) (Q2135252) (← links)
• Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method (Q2137596) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• Lagrangian descriptors and the action integral of classical mechanics (Q2140084) (← links)