Pages that link to "Item:Q2199772"
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The following pages link to Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772):
Displaying 12 items.
- A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
- Randomized Runge-Kutta method -- stability and convergence under inexact information (Q2041068) (← links)
- On the randomized Euler schemes for ODEs under inexact information (Q2084257) (← links)
- A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
- Optimal pointwise approximation of SDE's from inexact information (Q2360711) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
- Euler scheme for approximation of solution of nonlinear ODEs under inexact information (Q6064949) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme (Q6131507) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients (Q6590459) (← links)
