Pages that link to "Item:Q3454834"
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The following pages link to Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation (Q3454834):
Displaying 25 items.
- Stochastic semidiscretization method: second moment stability analysis of linear stochastic periodic dynamical systems with delays (Q821999) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531) (← links)
- Lie symmetry reductions and integrability of approximated small delay stochastic differential equations (Q2035892) (← links)
- The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations (Q2053233) (← links)
- Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation (Q2090353) (← links)
- On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients (Q2137683) (← links)
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
- A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics (Q2223867) (← links)
- Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations (Q2677012) (← links)
- A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations (Q2688105) (← links)
- Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods (Q5061728) (← links)
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- Mitigation of tipping point transitions by time-delay feedback control (Q5218181) (← links)
- A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations (Q5887974) (← links)
- Euler scheme for solving a class of stochastic differential variational inequalities with some applications (Q6059017) (← links)
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme (Q6131507) (← links)
- An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (Q6197989) (← links)
- Stochastic semi-discretization for linear stochastic delay differential equations (Q6554173) (← links)
- Matrix numerical method for probability densities of stochastic delay differential equations (Q6561869) (← links)
- Modeling correlated uncertainties in stochastic compartmental models (Q6594601) (← links)
- Wong-Zakai approximation of stochastic Volterra integral equations (Q6656577) (← links)
