Pages that link to "Item:Q1335342"

The following pages link to Simulation of stochastic differential equations (Q1335342):

Displaying 18 items.

• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations (Q297861) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• Simulation of stopped diffusions (Q703771) (← links)
• Numerical simulations of stochastic differential equations (Q749188) (← links)
• Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
• Some issues in discrete approximate solution for stochastic differential equations (Q1339295) (← links)
• Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
• Macroscopic neural mass model constructed from a current-based network model of spiking neurons (Q1707873) (← links)
• Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
• Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
• Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (Q2057392) (← links)
• Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems (Q2258378) (← links)
• Fast simulations of stochastic dynamical systems (Q2485717) (← links)
• STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
• Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (Q4633300) (← links)
• (Q4856695) (← links)
• Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491) (← links)
• On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)