Pages that link to "Item:Q3456104"
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The following pages link to Strong approximation for Itô stochastic differential equations (Q3456104):
Displaying 11 items.
- Comparative analysis of high-accuracy numerical methods for solving Itô stochastic differential equations (Q1285463) (← links)
- Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
- A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
- Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations (Q3177139) (← links)
- New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576) (← links)
- ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (Q4822547) (← links)
- Extrapolation Methods for the Weak Approximation of Ito Diffusions (Q4857623) (← links)
- (Q4965807) (← links)
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs (Q5943716) (← links)
