Pages that link to "Item:Q760095"

The following pages link to Discretization and simulation of stochastic differential equations (Q760095):

Displaying 23 items.

• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Time discretization of a setvalued stochastic dynamic system (Q4351197) (← links)
• A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)
• Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach (Q4541559) (← links)
• Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations (Q4700196) (← links)
• Approximate solutions for a class of stochastic evolution equations with variable delays (Q4711184) (← links)
• Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
• Approximations to solutions of the zakai filtering equation (Q4735875) (← links)
• White noise and simulation of ordinary Gaussian processes (Q4831810) (← links)
• On Markov modelling of turbulence (Q4835877) (← links)
• (Q4856695) (← links)
• A Multiresolution Method for Parameter Estimation of Diffusion Processes (Q4904733) (← links)
• Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214) (← links)
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)
• Inference for stochastic neuronal models (Q5899962) (← links)
• Inference for stochastic neuronal models (Q5919264) (← links)
• The optimal discretization of stochastic differential equations (Q5938583) (← links)
• The pdf approach to turbulent polydispersed two-phase flows (Q5943397) (← links)
• Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. (Q5955777) (← links)
• Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
• Weak approximation of martingale representations (Q5962610) (← links)
• Conditional minimax filtering of processes in nonlinear stochastic systems (Q5963265) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)