Pages that link to "Item:Q914251"

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

Displaying 50 items.

• Practical implementation of extended Kalman filtering in chemical systems with sparse measurements (Q1742002) (← links)
• Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty (Q1747307) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
• An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
• Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron (Q1781623) (← links)
• Asymmetric Brownian transport in a family of corrugated two-dimensional channels (Q1782980) (← links)
• Path integral approach for electron transport in disturbed magnetic field lines (Q1860797) (← links)
• Variance reduction for Monte Carlo simulation of stochastic environmental models (Q1861685) (← links)
• Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
• Some problems in the simulation of nonlinear diffusion processes (Q1897677) (← links)
• Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198) (← links)
• Automated first and second order moment equations for a set of stochastic differential equations of type \({\mathbf A}\dot{\mathbf Z} + {\mathbf {BZ}} = {\mathbf C}(t)\) (Q1904837) (← links)
• Detecting high-dimensional determinism in time series with application to human movement data (Q1926167) (← links)
• A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
• Continuous limits of classical repeated interaction systems (Q1936411) (← links)
• A stochastic diffusion process for the Dirichlet distribution (Q1952469) (← links)
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
• A family of Chaplygin-type solvers for Itô stochastic differential equations (Q2007682) (← links)
• Optimal approximation of stochastic integrals in analytic noise model (Q2009523) (← links)
• A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods (Q2034163) (← links)
• A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
• Controlled interacting particle algorithms for simulation-based reinforcement learning (Q2107628) (← links)
• Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
• Computing the finite time Lyapunov exponent for flows with uncertainties (Q2123969) (← links)
• Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
• Stochastic embeddings of dynamical phenomena through variational autoencoders (Q2133707) (← links)
• On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients (Q2137683) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods (Q2151915) (← links)
• Hopf bifurcation without parameters in deterministic and stochastic modeling of cancer virotherapy. II (Q2157704) (← links)
• The numerical approximation to a stochastic age-structured HIV/AIDS model with nonlinear incidence rates (Q2160302) (← links)
• Identifying partial topology of complex networks with stochastic perturbations and time delay (Q2170849) (← links)
• Itô vs Stratonovich stochastic SIR models (Q2171177) (← links)
• Fluctuations in transcription factor binding can explain the graded and binary responses observed in inducible gene expression (Q2187455) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements (Q2203044) (← links)
• An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay (Q2211994) (← links)
• Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
• GPU-accelerated particle methods for evaluation of sparse observations for inverse problems constrained by diffusion PDEs (Q2221390) (← links)
• Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration (Q2222742) (← links)
• Numerical solution of the neural field equation in the presence of random disturbance (Q2223831) (← links)
• Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter (Q2238819) (← links)
• Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
• Local stochastic stability of SIRS models without Lyapunov functions (Q2246948) (← links)
• Solving initial and two-point boundary value linear random differential equations: a mean square approach (Q2250246) (← links)
• Discretizing the fractional Lévy area (Q2267547) (← links)
• Comparing stochastic Lotka-Volterra predator-prey models (Q2279461) (← links)
• An improved quantum projection filter (Q2288724) (← links)