Pages that link to "Item:Q1809688"

The following pages link to Simulation of stochastic differential equations through the local linearization method. A comparative study (Q1809688):

Displaying 24 items.

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
• A Girsanov particle filter in nonlinear engineering dynamics (Q649694) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection (Q1282252) (← links)
• Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
• A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations (Q1614124) (← links)
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
• Dynamic properties of the local linearization method for initial value problems. (Q1855145) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
• Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
• Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (Q3561862) (← links)
• Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
• Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)
• Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680) (← links)
• Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)