Pages that link to "Item:Q2479386"

The following pages link to Continuous weak approximation for stochastic differential equations (Q2479386):

Displaying 14 items.

• A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
• On weak implicit and predictor-corrector methods (Q1897658) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
• Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• Weak convergence in the Prokhorov metric of methods for stochastic differential equations (Q3558850) (← links)
• (Q3702223) (← links)
• Weak convergence and approximations for partial differential equations with stochastic coefficients (Q3702227) (← links)
• Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• (Q5482357) (← links)
• An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations (Q6080380) (← links)
• On the Itô-Alekseev-Gröbner formula for stochastic differential equations (Q6596220) (← links)