Pages that link to "Item:Q344263"

The following pages link to A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263):

Displaying 12 items.

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations (Q1614124) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Computing high dimensional multiple integrals involving matrix exponentials (Q2095151) (← links)
• First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• (Q3099415) (← links)
• On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)