Pages that link to "Item:Q438716"
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The following pages link to Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716):
Displaying 13 items.
- Locally linearized Runge Kutta method of Dormand and Prince (Q297778) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces (Q1726848) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- Computing high dimensional multiple integrals involving matrix exponentials (Q2095151) (← links)
- Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems (Q2127009) (← links)
- Efficient computation of phi-functions in exponential integrators (Q2306400) (← links)
- Rate of convergence of local linearization schemes for random differential equations (Q2391028) (← links)
- Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes (Q2664757) (← links)
- (Q5699386) (← links)
