Pages that link to "Item:Q914251"

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

Displaying 37 items.

• A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639) (← links)
• Approximate solutions for a class of stochastic evolution equations with variable delays. II (Q4291885) (← links)
• A recursive integration method for approximate solution of stochastic differential equations (Q4375410) (← links)
• The Josephson junction circuit family: network theory (Q4506261) (← links)
• A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs (Q4556662) (← links)
• Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation (Q4561005) (← links)
• Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE (Q4565981) (← links)
• Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)
• Approximate solutions for a class of stochastic evolution equations with variable delays (Q4711184) (← links)
• EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574) (← links)
• (Q4938228) (← links)
• Online Smoothing for Diffusion Processes Observed with Noise (Q5057271) (← links)
• Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574) (← links)
• Hypoellipticity and the Mori–Zwanzig formulation of stochastic differential equations (Q5163838) (← links)
• Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
• The Sharma-Parthasarathy stochastic two-body problem (Q5245233) (← links)
• Deterministic and Stochastic Dynamics of Chronic Myelogenous Leukaemia Stem Cells Subject to Hill-Function-Like Signaling (Q5253369) (← links)
• (Q5316414) (← links)
• A stochastic diffusion process for Lochner's generalized Dirichlet distribution (Q5410885) (← links)
• MEAN SQUARE CONVERGENCE AND STABILITY OF BALANCED METHODS FOR STOCHASTIC VARIABLE DELAY DIFFERENTIAL EQUATIONS (Q5868462) (← links)
• Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
• Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
• A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs (Q6052340) (← links)
• On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems (Q6053957) (← links)
• Euler scheme for approximation of solution of nonlinear ODEs under inexact information (Q6064949) (← links)
• Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems (Q6096281) (← links)
• Contrarian effect in opinion forming: Insights from Greta Thunberg phenomenon (Q6099334) (← links)
• XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
• The stochastic balance equation for the American option value function and its gradient (Q6144442) (← links)
• PI-VEGAN: Physics Informed Variational Embedding Generative Adversarial Networks for Stochastic Differential Equations (Q6151340) (← links)
• Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)
• Non-stationary nonzero mean probabilistic solutions of nonlinear stochastic oscillators subjected to both additive and multiplicative excitations (Q6545659) (← links)
• Data augmentation-based statistical inference of diffusion processes (Q6573480) (← links)
• A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations (Q6591012) (← links)
• Maximum-correntropy-based sequential method for fast neural population activity reconstruction in the cortex from incomplete abnormally-disturbed noisy measurements (Q6604183) (← links)
• Where do computational mathematics and computational statistics converge? (Q6604416) (← links)
• A lattice and random intermediate point sampling design for animal movement (Q6626168) (← links)