Pages that link to "Item:Q1792589"

The following pages link to On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (Q1792589):

Displaying 14 items.

• A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations (Q2278208) (← links)
• On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (Q2320278) (← links)
• The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series (Q3305757) (← links)
• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
• (Q4965807) (← links)
• SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
• A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process (Q5056183) (← links)
• (Q5071326) (← links)
• (Q5071330) (← links)
• (Q5155661) (← links)
• Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
• (Q5233462) (← links)
• (Q5871683) (← links)
• A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space (Q6569007) (← links)