Pages that link to "Item:Q3578749"
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The following pages link to Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749):
Displaying 16 items.
- A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
- On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
- Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- New Itô--Taylor expansions (Q1408408) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171) (← links)
- High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
- Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← 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)
- Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales (Q4395793) (← links)
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
- Taylor expansion of the inverse function with application to the Langevin function (Q5136771) (← links)
- Exponentiation of conditional expectations under stochastic volatility (Q5215433) (← links)
