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.

• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations (Q903038) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Stochastic simulation of chemical reactions in spatially complex media (Q929170) (← links)
• Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
• Noise induced destruction of zero Lyapunov exponent in coupled chaotic systems (Q936818) (← links)
• A numerical method for some stochastic differential equations with multiplicative noise (Q936869) (← links)
• Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion (Q939504) (← links)
• Climate dynamics and fluid mechanics: Natural variability and related uncertainties (Q942793) (← links)
• Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
• Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
• Hedging using simulation: a least squares approach (Q956433) (← links)
• Error analysis of a stochastic immersed boundary method incorporating thermal fluctuations (Q960334) (← links)
• Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems (Q964272) (← links)
• On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
• Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
• An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
• Parameter estimation of delay dynamical system from a scalar time series under external noise (Q979302) (← links)
• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
• A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
• Stability of solution to a class of investment system (Q1002286) (← links)
• A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
• Multiple stochastic integrals with Mathematica (Q1005208) (← links)
• Small-angle Coulomb collision model for particle-in-cell simulations (Q1005375) (← links)
• The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
• Existence and uniqueness for a stochastic age-structured population system with diffusion (Q1007693) (← links)
• Pathwise Taylor schemes for random ordinary differential equations (Q1014903) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• Long-term fading channel estimation from sample covariances (Q1023123) (← links)
• A separation theorem for nonlinear systems (Q1023356) (← links)
• Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation (Q1025884) (← links)
• Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations (Q1026405) (← links)
• Identification of ground water flow patterns using particle models (Q1031596) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• Numerical simulation of randomly forced turbulent flows (Q1268314) (← links)
• Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
• General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
• Calculation of noise distribution in mesoscopic dynamics models for phase separation of multicomponent complex fluids (Q1295802) (← links)
• State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits (Q1296747) (← links)
• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits (Q1298671) (← links)
• Assessment of numerical accuracy of PDF/Monte Carlo methods for turbulent reacting flows (Q1306110) (← links)
• Estimating the implicit interest rate of a risky asset (Q1316597) (← links)
• Some issues in discrete approximate solution for stochastic differential equations (Q1339295) (← links)
• Enhancement of noisy signals by stochastic resonance (Q1348804) (← links)
• Robust algorithms for solving stochastic partial differential equations (Q1357348) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• The relaxation of May's conjecture for the logistic equation (Q1392810) (← links)
• New Itô--Taylor expansions (Q1408408) (← links)