Pages that link to "Item:Q2476884"
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The following pages link to Monte-Carlo simulation of stochastic differential systems - a geometrical approach (Q2476884):
Displaying 6 items.
- Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391) (← links)
- Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (Q2507672) (← links)
- Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\) (Q2817779) (← links)
- HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX (Q5035343) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
- Simulating elliptic diffusions and orthogonal invariance (Q6632768) (← links)
