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.

• An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
• Nonlinear climate dynamics: from deterministic behaviour to stochastic excitability and chaos (Q2231829) (← links)
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model (Q2235036) (← links)
• A high-order semi-Lagrangian method for the consistent Monte-Carlo solution of stochastic Lagrangian drift-diffusion models coupled with Eulerian discontinuous spectral element method (Q2237501) (← links)
• Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
• Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems (Q2239308) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
• The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
• Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)
• Numerical integration of ordinary differential equations with rapidly oscillatory factors (Q2255716) (← links)
• Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
• Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
• Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
• A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations (Q2278208) (← links)
• Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
• Investigation of a problem of an elastic half space subjected to stochastic temperature distribution at the boundary (Q2281906) (← links)
• Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations (Q2284072) (← links)
• Substructuring tools for probabilistic analysis of instrumented nonlinear moving oscillator-beam systems (Q2284582) (← links)
• Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
• An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
• A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
• Impact of wind power generation on a large scale power system using stochastic linear stability (Q2293447) (← links)
• Investigation on effects of stochastic loading at the boundary under thermoelasticity with two relaxation parameters (Q2295101) (← links)
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
• Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• Polymerization of sarcoplasmic-reticulum calcium-binding proteins might explain observed reticulum kinetics-on-demand behavior (Q2328263) (← links)
• Composable models for online Bayesian analysis of streaming data (Q2329734) (← links)
• Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (Q2332678) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
• A multicurve cross-currency LIBOR market model (Q2337026) (← links)
• Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term (Q2338710) (← links)
• On large deviations for some sequences of weighted means of Gaussian processes (Q2338782) (← links)
• Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)