Pages that link to "Item:Q3802334"
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The following pages link to A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations (Q3802334):
Displaying 19 items.
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
- A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- Equations for moments and stability conditions of linear systems with scalar parametric perturbation by Markov chain (Q1160109) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961) (← links)
- Numerical solution of differential equations with colored noise (Q1906436) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates (Q2630032) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- A Duhamel approach for the Langevin equations with holonomic constraints (Q3394236) (← links)
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
- General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (Q5079566) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
