Pages that link to "Item:Q2954562"

The following pages link to An adaptive discretization algorithm for the weak approximation of stochastic differential equations (Q2954562):

Displaying 12 items.

• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Strong representation of an adaptive stochastic approximation procedure (Q1819871) (← links)
• An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
• (Q3133746) (← links)
• (Q5484125) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)