Pages that link to "Item:Q3654394"

The following pages link to Efficient Strong Integrators for Linear Stochastic Systems (Q3654394):

Displaying 9 items.

• Perturbed linear rough differential equations (Q397791) (← links)
• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
• Splitting integrators for the stochastic Landau-Lifshitz equation (Q2815688) (← links)
• Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\) (Q2817779) (← links)
• Chi-square simulation of the CIR process and the Heston model (Q2841330) (← links)
• Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
• Stochastic regularized Newton methods for nonlinear equations (Q6158978) (← links)