Pages that link to "Item:Q4542846"

The following pages link to Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846):

Displaying 11 items.

• A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
• A higher order local linearization method for solving ordinary differential equations (Q870151) (← links)
• A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations (Q1855767) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
• The local linearization method for numerical integration of random differential equations (Q2568632) (← links)
• On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
• Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)