Pages that link to "Item:Q914251"

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

Displaying 50 items.

• The influence of forestry resources on rainfall: a deterministic and stochastic model (Q821717) (← links)
• Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
• Optimal strategies for pricing general insurance (Q865606) (← links)
• Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
• Extinction-time for stochastic population models (Q891304) (← links)
• Time-consistent actuarial valuations (Q903338) (← links)
• On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process (Q924757) (← links)
• A Lagrangian, stochastic modeling framework for multi-phase flow in porous media (Q933337) (← links)
• A non-hybrid method for the PDF equations of turbulent flows on unstructured grids (Q936689) (← links)
• Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
• Statistical moments of the random linear transport equation (Q947891) (← links)
• Monte Carlo filters for identification of nonlinear structural dynamical systems (Q949160) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• An option pricing formula for the GARCH diffusion model (Q957204) (← links)
• The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
• The probability density function to the random linear transport equation (Q972926) (← links)
• The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
• Statistical moments of the solution of the random Burgers-Riemann problem (Q1005185) (← links)
• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• Opportunistic timing and manipulation in Australian federal elections (Q1011202) (← links)
• New forms of extended Kalman filter via transversal linearization and applications to structural system identification (Q1033537) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• An approximate method via Taylor series for stochastic functional differential equations (Q1043908) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Monte Carlo simulation of nonlinear diffusion processes (Q1185114) (← links)
• Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
• Comparative analysis of high-accuracy numerical methods for solving Itô stochastic differential equations (Q1285463) (← links)
• Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
• Numerical solutions of linear stochastic differential equations (Q1324320) (← links)
• Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130) (← links)
• Simulation of stochastic differential equations (Q1335342) (← links)
• Some experiments on numerical simulations of stochastic differential equations and a new algorithm (Q1335598) (← links)
• Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
• A weak form of stochastic Newmark method with applications to engineering dynamical systems (Q1401091) (← links)
• On simulating strongly-interacting, stochastic population models. (Q1418223) (← links)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs (Q1615873) (← links)
• Signal propagation in small-world biological networks with weak noise (Q1629036) (← links)
• On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
• Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
• Comments on ``J. Djar, R.S. Baghel, A.K. Sharma, Role of instant nutrient replenishment on plankton dynamics with diffusion in a closed system: a pattern formation'' (Q1646174) (← links)
• Ordered, disordered and partially synchronized schools of fish (Q1662156) (← links)
• Multiparameter stochastic dynamics of ecological tourism system with continuous visitor education interventions (Q1667096) (← links)
• Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
• The second order perturbation approach for elliptic partial differential equations on random domains (Q1686216) (← links)
• Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order (Q1713098) (← links)
• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
• Weak antithetic MLMC estimation of SDEs with the milstein scheme for low-dimensional Wiener processes (Q1726623) (← links)
• Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (Q1734297) (← links)