Pages that link to "Item:Q3158191"

The following pages link to Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191):

Displaying 31 items.

• Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods. (Q375448) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
• Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
• Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• Analysis of a micro-macro acceleration method with minimum relative entropy moment matching (Q2175337) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
• Inverse function, Taylor's expansion and extended Schröder's processes (Q2921929) (← links)
• Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
• Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
• Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
• The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators (Q6135383) (← links)
• B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems (Q6616293) (← links)