Pages that link to "Item:Q2074883"
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The following pages link to Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883):
Displaying 7 items.
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
- Exact solution of interacting particle systems related to random matrices (Q6135930) (← links)
- Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
