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.

• Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints (Q2142219) (← links)
• Book review of: D. Higham and P. Kloeden, An introduction to the numerical simulation of stochastic differential equations (Q2143335) (← links)
• The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
• A class of generalized Ginzburg-Landau equations with random switching (Q2149708) (← links)
• Stationary distribution of a stochastic SIQR epidemic model with saturated incidence and degenerate diffusion (Q2151706) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Long time behaviors of single-species population models with psychological effect and impulsive toxicant in polluted environments (Q2157205) (← links)
• Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
• Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
• On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
• Extinction, persistence and density function analysis of a stochastic two-strain disease model with drug resistance mutation (Q2161882) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Dynamics of a stochastic COVID-19 epidemic model with jump-diffusion (Q2166957) (← links)
• Stochastic physics-informed neural ordinary differential equations (Q2168292) (← links)
• A hybrid stochastic method with adaptive time step control for reaction-diffusion systems (Q2169522) (← links)
• Stochastic probical strategies in a delay virus infection model to combat COVID-19 (Q2169601) (← links)
• The stochastic \(\theta\)-SEIHRD model: adding randomness to the COVID-19 spread (Q2170821) (← links)
• Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
• Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2174958) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• Evolutionary analysis of adaptive dynamics model under variation of noise environment (Q2183046) (← links)
• MS-stability of nonnormal stochastic differential systems (Q2184023) (← links)
• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Modeling and computation of mean field equilibria in producers' game with emission permits trading (Q2198892) (← links)
• The non-linear sewing lemma III: stability and generic properties (Q2199333) (← links)
• Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772) (← links)
• Numerical solution of mean field games problems with turnpike effect (Q2206654) (← links)
• Ginzburg-Landau equations with random switching and impulsive perturbations (Q2207089) (← links)
• Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (Q2207514) (← links)
• The Hunter-Saxton equation with noise (Q2208456) (← links)
• Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
• Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance (Q2211071) (← links)
• Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
• Multilevel Monte Carlo by using the Halton sequence (Q2213359) (← links)
• Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
• Efficient simulation of thermally fluctuating biopolymers immersed in fluids on 1-micron, 1-second scales (Q2218586) (← links)
• A high order time discretization of the solution of the non-linear filtering problem (Q2219502) (← links)
• Accurate particle time integration for solving Vlasov-Fokker-Planck equations with specified electromagnetic fields (Q2220580) (← links)
• Error estimation in coupled multi-physics models (Q2222328) (← links)
• An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
• A direct filter method for parameter estimation (Q2222556) (← links)
• Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface (Q2222666) (← links)
• Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
• Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations (Q2227744) (← links)
• \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
• \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes (Q2229543) (← links)