Pages that link to "Item:Q914251"

The following pages link to A survey of numerical methods for stochastic differential equations (Q914251):

Displaying 50 items.

• Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (Q2289976) (← links)
• First-passage failure of linear oscillator with non-classical inelastic impact (Q2295071) (← links)
• Probabilistic solution of random SI-type epidemiological models using the random variable transformation technique (Q2297430) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
• A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
• A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
• Particle methods for PDEs arising in financial modeling (Q2343601) (← links)
• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459) (← links)
• Application of stochastic phenomenological modelling to cell-to-cell and beat-to-beat electrophysiological variability in cardiac tissue (Q2351362) (← links)
• A Fokker-Planck approach for probability distributions of species concentrations transported in heterogeneous media (Q2352310) (← links)
• A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
• Topics in data assimilation: stochastic processes (Q2371189) (← links)
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
• A wavelet-based computational method for solving stochastic Itô-Volterra integral equations (Q2374658) (← links)
• A semi-analytical approach to molecular dynamics (Q2374870) (← links)
• Conservative tightly-coupled simulations of stochastic multiscale systems (Q2375081) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• The continuous-discrete extended Kalman filter revisited (Q2397694) (← links)
• NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models (Q2406644) (← links)
• A method for the calculation of characteristics for the solution to stochastic differential equations (Q2409053) (← links)
• Uncertainty in clinical data and stochastic model for in vitro fertilization (Q2415765) (← links)
• S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
• Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
• Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
• Optimal ensemble control of stochastic time-varying linear systems (Q2439112) (← links)
• Stochastic (in)stability of synchronisation of oscillators on networks (Q2442486) (← links)
• Sequential data assimilation with multiple models (Q2446959) (← links)
• Probabilistic approach for break-up and coalescence in bubbly flow and coupling with CFD codes (Q2470262) (← links)
• Monte-Carlo simulation of stochastic differential systems - a geometrical approach (Q2476884) (← links)
• Modeling and inversion of net ecological exchange data using an Itô stochastic differential equation approach (Q2479135) (← links)
• Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
• Structure preserving stochastic integration schemes in interest rate derivative modeling (Q2479422) (← links)
• Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
• On the complexity of parabolic initial-value problems with variable drift (Q2489153) (← links)
• An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
• Explorations of a family of stochastic Newmark methods in engineering dynamics (Q2494932) (← links)
• A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
• The delta expansion for the transition density of diffusion models (Q2512632) (← links)
• A tutorial on variational Bayes for latent linear stochastic time-series models (Q2513823) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Uncertainty quantification for hybrid random logistic models with harvesting via density functions (Q2675546) (← links)
• Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed (Q2680261) (← links)
• A stochastic simplicial SIS model for complex networks (Q2700229) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
• Approximate solutions for a class of delay stochastic differential equations (Q3209945) (← links)
• (Q3747435) (← links)
• Relations between multiple ito and stratonovich integrals (Q3985885) (← links)
• The approximation of multiple stochastic integrals (Q4019361) (← links)