Pages that link to "Item:Q4374900"
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The following pages link to Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (Q4374900):
Displaying 11 items.
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Multiple stochastic integrals appearing in the stochastic Taylor expansions (Q1907746) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← 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)
- (Q5871683) (← 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)
- Rosenbrock-type methods for solving stochastic differential equations (Q6572963) (← links)
