Pages that link to "Item:Q2000498"
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The following pages link to Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498):
Displaying 12 items.
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258) (← links)
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652) (← 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)
- (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)
- (Q5071330) (← links)
- An Optimal Polynomial Approximation of Brownian Motion (Q5110549) (← 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)
- Optimal Approximation of the Second Iterated Integral of Brownian Motion (Q5421610) (← 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)
