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.

• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
• Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
• ISDEP: integrator of stochastic differential equations for plasmas (Q483789) (← links)
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Dynamics of a novel nonlinear stochastic SIS epidemic model with double epidemic hypothesis (Q497743) (← links)
• Effects of stochastic perturbation on the SIS epidemic system (Q504094) (← links)
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Pairwise adaptive thermostats for improved accuracy and stability in dissipative particle dynamics (Q525935) (← links)
• Jumps in equilibrium prices and market microstructure noise (Q527958) (← links)
• Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
• Stochastic Eulerian Lagrangian methods for fluid-structure interactions with thermal fluctuations (Q543704) (← links)
• A numerical closure approach for kinetic models of polymeric fluids: exploring closure relations for FENE dumbbells (Q543881) (← links)
• Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
• Theory of diffusions applied to stochastic flow in porous media (Q596928) (← links)
• Numerical simulations of generalized Langevin equations with deeply asymptotic parameters (Q598144) (← links)
• Stabilization of stochastic systems under Markovian switching (Q608381) (← links)
• Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
• Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846) (← links)
• Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
• Waveform relaxation method for stochastic differential equations with constant delay (Q617636) (← links)
• Discrete time waveform relaxation method for stochastic delay differential equations (Q618079) (← links)
• On solutions of stochastic differential equations with parameters modeled by random sets (Q622276) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
• Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems (Q636548) (← links)
• A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees (Q648054) (← links)
• Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
• Finite sampling interval effects in Kramers-Moyal analysis (Q665416) (← links)
• An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
• Mean percentage of returns for stock market linked savings accounts (Q668589) (← links)
• An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion (Q668885) (← links)
• Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
• Numerical approximation of the Vlasov-Poisson-Fokker-Planck system in one dimension (Q703781) (← links)
• Computing reactive flows with a field Monte Carlo formulation and multi-scale methods (Q704556) (← links)
• Solving inverse problems for variational equations using ``generalized collage methods,'' with applications to boundary value problems (Q708530) (← links)
• Dynamical geometry for multiscale dissipative particle dynamics (Q709399) (← links)
• Poisson-Boltzmann Brownian dynamics of charged colloids in suspension (Q709517) (← links)
• Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions (Q711243) (← links)