Pages that link to "Item:Q4019361"

The following pages link to The approximation of multiple stochastic integrals (Q4019361):

Displaying 50 items.

• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
• Multiple stochastic integrals with Mathematica (Q1005208) (← links)
• Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
• The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
• On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
• On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (Q1792589) (← links)
• Asymptotic approximations for multivariate integrals with an application to multinormal probabilities (Q1824740) (← links)
• Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
• On the simulation of iterated Itô integrals. (Q1879510) (← links)
• Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions (Q1901087) (← links)
• Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations (Q1991638) (← links)
• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model (Q2132428) (← links)
• Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (Q2135071) (← links)
• The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
• Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (Q2207514) (← links)
• A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations (Q2278208) (← links)
• Iterated stochastic integrals in infinite dimensions: approximation and error estimates (Q2287874) (← links)
• On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (Q2320278) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Exact asymptotic expression for the density of multiple stochastic integrals (Q2366376) (← links)
• Efficient almost-exact Lévy area sampling (Q2453869) (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
• Unbiased estimation with square root convergence for SDE models (Q2795863) (← links)
• (Q3158925) (← links)
• The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series (Q3305757) (← links)
• (Q3492525) (← links)
• Approximating integrals of stochastic processes: extensions (Q4248121) (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (Q4374900) (← links)
• (Q4568479) (← links)
• The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q4916362) (← links)
• (Q4960356) (← links)
• (Q4965807) (← links)
• SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
• A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process (Q5056183) (← links)
• (Q5071330) (← links)
• On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
• On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
• An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947) (← links)
• Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series (Q5137851) (← links)
• THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM (Q5204540) (← links)
• Deterministic and Stochastic Dynamics of Chronic Myelogenous Leukaemia Stem Cells Subject to Hill-Function-Like Signaling (Q5253369) (← links)
• (Q5871683) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
• Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) (← links)
• Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)
• A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space (Q6569007) (← links)