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.

• Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
• Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
• Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems (Q718850) (← links)
• A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
• Data-driven probability concentration and sampling on manifold (Q726929) (← links)
• Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
• Statistical behaviour of adaptive multilevel splitting algorithms in simple models (Q728954) (← links)
• Path optimization with limited sensing ability (Q729301) (← links)
• Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
• Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
• Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations (Q777550) (← links)
• Improving the prediction of complex nonlinear turbulent dynamical systems using nonlinear filter, smoother and backward sampling techniques (Q783088) (← links)
• Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391) (← links)
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
• Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
• Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289) (← links)
• Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms (Q830475) (← links)
• Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees (Q834101) (← links)
• A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
• Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
• Split-step forward methods for stochastic differential equations (Q847245) (← links)
• A comparison of three different stochastic population models with regard to persistence time (Q851322) (← links)
• Constructing approximate diffusion processes with uncertain data (Q853229) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• Comparison of option prices in semimartingale models (Q854274) (← links)
• A note on the balanced method (Q855290) (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
• New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates (Q864651) (← links)
• Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
• On weak approximations of \((a, b)\)-invariant diffusions (Q870432) (← links)
• Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
• Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• An efficient algorithm for scalar PDF modelling in incompressible turbulent flow; numerical analysis with evaluation of IEM and IECM micro-mixing models (Q882062) (← links)
• Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
• Convergence of numerical solutions to stochastic age-structured population system with diffusion (Q884574) (← links)
• Computing ergodic limits for Langevin equations (Q885910) (← links)
• Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
• Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
• SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
• A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales (Q886102) (← links)
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
• Multi-step methods for random ODEs driven by Itô diffusions (Q893125) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
• Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512) (← links)