Pages that link to "Item:Q2207514"

The following pages link to Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (Q2207514):

Displaying 7 items.

• 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)
• (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)