The following pages link to Evelyn Buckwar (Q356149):
Displaying 17 items.
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
- Multistep methods for SDEs and their application to problems with small noise (Q5470980) (← links)
- Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control (Q5495232) (← links)
- ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (Q5694405) (← links)
- Probability theory and inferential statistics (Q5907027) (← links)
- A basic course in probability theory (Q5925284) (← links)
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs (Q5943716) (← links)
- On the cohomology of flows of stochastic and random differential equations (Q5944092) (← links)
- From elementary probability to stochastic differential equations with MAPLE (Q5950744) (← links)
- Euler scheme for solutions of a countable system of stochastic differential equations (Q5953977) (← links)
- Stochastic differential equations. An introduction with applications. (Q5967093) (← links)
- A stochastic hierarchical model for low grade glioma evolution (Q6040841) (← links)
- A domain decomposition method for stochastic evolution equations (Q6517329) (← links)
- Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration (Q6518716) (← links)
- A domain decomposition method for stochastic evolution equations (Q6652416) (← links)
- American option pricing using generalised stochastic hybrid systems (Q6744080) (← links)
- Exact simulation of the first-passage time of SDEs to time-dependent thresholds (Q6758576) (← links)
