Pages that link to "Item:Q2340361"
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The following pages link to Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361):
Displaying 18 items.
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion (Q2028043) (← links)
- Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
- Efficient simulation of general stochastic hybrid systems (Q2085142) (← links)
- Adaptive step-size selection for state-space probabilistic differential equation solvers (Q2302456) (← links)
- Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
- A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Adaptive time-stepping and computational stability (Q2570080) (← links)
- A new solution method for stochastic differential equations via collocation approach (Q2958276) (← links)
- New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576) (← links)
- Adaptive time-stepping strategies for nonlinear stochastic systems (Q4555980) (← links)
- The Effective Stability of Adaptive Timestepping ODE Solvers (Q5470911) (← links)
- The Monte Carlo wave-function method: a robust adaptive algorithm and a study in convergence (Q6042332) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
