The following pages link to Evelyn Buckwar (Q356149):
Displaying 50 items.
- A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay (Q2430296) (← links)
- A stability theorem for solutions to backward stochastic differential equations (Q2455168) (← links)
- Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme (Q2455435) (← links)
- The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities (Q2461996) (← links)
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion (Q2484692) (← links)
- First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations (Q2490066) (← links)
- An approximate approach to fractional analysis for finance (Q2490081) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
- Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws (Q2496942) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
- Stabilization of Volterra equations by noise (Q2498194) (← links)
- Space semi-discretisations for a stochastic wave equation (Q2498494) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- On numerical solutions of the stochastic wave equation (Q2505493) (← links)
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (Q2566265) (← links)
- Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities (Q2573535) (← links)
- Numerical analysis of explicit one-step methods for stochastic delay differential equations (Q2709393) (← links)
- Problems in probability (Q2713468) (← links)
- Successive approximations to solutions of stochastic functional differential equations (Q2720146) (← links)
- Convergence of the Euler scheme for a class of stochastic differential equations (Q2720356) (← links)
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations (Q2747859) (← links)
- Basic mathematical concepts and principles of stochastics (Q2752733) (← links)
- Probability theory (Q2753007) (← links)
- Introduction to probability with Mathematica (Q2756702) (← links)
- An analytical introduction to stochastic differential equations. I: The Langevin equation (Q2764722) (← links)
- Stochastic processes. An introduction (Q2778896) (← links)
- A user's guide to measure theoretic probability (Q2781467) (← links)
- Stochastic systems. Theory and applications. Transl. from the Russian manuscript by I. V. Sinitsyna (Q2782985) (← links)
- Mutual invadability implies coexistence in spatial models (Q2783396) (← links)
- Stochastic differential equations and their applications (Q2784992) (← links)
- Numerical analysis of stochastic differential equations without tears (Q2784993) (← links)
- Splitting integrators for the stochastic Landau-Lifshitz equation (Q2815688) (← links)
- On Two-step Schemes for SDEs with Small Noise (Q2954561) (← links)
- Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise (Q2998009) (← links)
- Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (Q3078558) (← links)
- Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
- (Q3369828) (← links)
- Numerical Solution of the Neural Field Equation in the Two-Dimensional Case (Q3457825) (← links)
- NOISE-SENSITIVITY IN MACHINE TOOL VIBRATIONS (Q3579274) (← links)
- (Q4375192) (← links)
- (Q4499802) (← links)
- (Q4524666) (← links)
- Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation (Q4591167) (← links)
- The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * (Q4655046) (← links)
- Weak approximation of stochastic differential delay equations (Q4659905) (← links)
- Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’ (Q5169607) (← links)
- Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628) (← links)
