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.

• Optimal pointwise approximation of SDE's from inexact information (Q2360711) (← links)
• Generalized polynomial chaos decomposition and spectral methods for the stochastic Stokes equations (Q2362030) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• On stochastic parameter estimation using data assimilation (Q2371199) (← links)
• Forward and reverse representations for Markov chains (Q2372464) (← links)
• Quantification of sampling uncertainty for molecular dynamics simulation: time-dependent diffusion coefficient in simple fluids (Q2374837) (← links)
• Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
• Finite element formulation of fluctuating hydrodynamics for fluids filled with rigid particles using boundary fitted meshes (Q2375253) (← links)
• Mean square convergent three points finite difference scheme for random partial differential equations (Q2377035) (← links)
• Inverse problems for random differential equations using the collage method for random contraction mappings (Q2378259) (← links)
• Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching (Q2378721) (← links)
• A semi-Lagrangian scheme for the curve shortening flow in codimension-2 (Q2381212) (← links)
• Detection of visual stimuli in correlated noise (Q2382636) (← links)
• A Newton-Cotes method for quantum stochastic differential equations (Q2383768) (← links)
• Simplified order 4.0 weak Taylor schemes for additive noise (Q2389547) (← links)
• Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
• Stochastic fractional differential equations: modeling, method and analysis (Q2393250) (← links)
• Parallel stochastic methods for PDE based grid generation (Q2397221) (← links)
• Fisher-Wright model with deterministic seed bank and selection (Q2399073) (← links)
• An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (Q2406621) (← links)
• Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations (Q2409264) (← links)
• Simple model of cell crawling (Q2411722) (← links)
• Stochastic continuum modeling of random interphases from atomistic simulations. Application to a polymer nanocomposite (Q2417635) (← links)
• Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference (Q2420300) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
• Higher order numerical approximation of switching systems (Q2433414) (← links)
• A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
• Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
• Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
• Applying a finite-horizon numerical optimization method to a periodic optimal control problem (Q2440780) (← links)
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
• Incorporating shear into stochastic Eulerian-Lagrangian methods for rheological studies of complex fluids and soft materials (Q2448672) (← links)
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789) (← links)
• Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem (Q2449760) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• Subsampling for continuous-time almost periodically correlated processes (Q2453617) (← links)
• Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements (Q2453769) (← links)
• Langevin diffusions and the Metropolis-adjusted Langevin algorithm (Q2453987) (← links)
• Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660) (← links)
• Stabilized methods for stiff stochastic systems (Q2464278) (← links)
• Predictor-corrector methods for a linear stochastic oscillator with additive noise (Q2467150) (← links)
• Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)
• A five-parameter Markov model for simulating the paths of sedimenting particles (Q2470265) (← links)
• An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914) (← links)
• A new simulation approach to the LIBOR market model (Q2476718) (← links)
• Computing mean square approximations of random diffusion models with source term (Q2478446) (← links)
• Fast simulations of stochastic dynamical systems (Q2485717) (← links)
• Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
• Periodic homogenization for inertial particles (Q2486644) (← links)