Pages that link to "Item:Q1014901"

The following pages link to Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901):

Displaying 7 items.

• A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
• Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
• Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions (Q640057) (← links)
• Local error estimates for moderately smooth problems. I: ODEs and DAEs (Q878206) (← links)
• Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
• Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
• Fixed-point smoothing of scalar diffusions. II: The error of the optimal smoother (Q2706087) (← links)