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.

• A Lagrangian probability-density-function model for collisional turbulent fluid–particle flows (Q4611556) (← links)
• Rare event simulation for steady-state probabilities via recurrency cycles (Q4631851) (← links)
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with fractional Brownian motion (Q4632685) (← links)
• A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
• Regularization of the big bang singularity with random perturbations (Q4637791) (← links)
• Achieving control and synchronization merely through a stochastically adaptive feedback coupling (Q4644256) (← links)
• Designing the optimal bit: balancing energetic cost, speed and reliability (Q4644831) (← links)
• Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
• On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
• Two-sided bounds on some output-related quantities in linear stochastically excited vibration systems with application of the differential calculus of norms (Q4966736) (← links)
• Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (Q4975317) (← links)
• Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations (Q5028557) (← links)
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)
• Numerical solutions of stochastic nonlinear point reactor kinetics equations in presence of Newtonian temperature feedback effects (Q5029261) (← links)
• Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
• A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
• Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
• (Q5038019) (← links)
• The weak convergence of Euler method for nonlinear stochastic fractional differential equations (Q5051236) (← links)
• (Q5069569) (← links)
• On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
• Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation (Q5074909) (← links)
• Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
• Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436) (← links)
• Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay (Q5079559) (← links)
• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
• General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (Q5079566) (← links)
• Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations (Q5079569) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
• Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
• Efficient discretisation of stochastic differential equations (Q5086518) (← links)
• Lévy noise perturbation for an epidemic model with impact of media coverage (Q5087039) (← links)
• Neural network representation of the probability density function of diffusion processes (Q5139752) (← links)
• DYNAMICS OF A STOCHASTIC SIR MODEL WITH BOTH HORIZONTAL AND VERTICAL TRANSMISSION (Q5148022) (← links)
• Stochastic stabilization of rigid body motion of a spacecraft on SE(3) (Q5157927) (← links)
• A reliable numerical analysis for stochastic gonorrhea epidemic model with treatment effect (Q5193361) (← links)
• Targeted energy transfer in stochastically excited system with nonlinear energy sink (Q5237244) (← links)
• Estimating long-term behavior of periodically driven flows without trajectory integration (Q5268501) (← links)
• Stability and ergodicity of a stochastic Gilpin–Ayala model under regime switching on patches (Q5348775) (← links)
• Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (Q5375928) (← links)
• Media effects on the dynamics of a stochastic SIRI epidemic model with relapse and Lévy noise perturbation (Q5384734) (← links)
• Pathwise convergent higher order numerical schemes for random ordinary differential equations (Q5443629) (← links)
• Novel solutions of the Helmholtz equation and their application to diffraction (Q5443760) (← links)
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)
• Real-World Scenarios With Negative Interest Rates Based on the LIBOR Market Model (Q5742505) (← links)
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
• On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
• Non-equilibrium quantum spin dynamics from classical stochastic processes (Q5856220) (← links)
• Disentanglement approach to quantum spin ground states: field theory and stochastic simulation (Q5857463) (← links)