Pages that link to "Item:Q4979797"
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The following pages link to Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797):
Displaying 6 items.
- A probabilistic interpretation of the \(\theta\)-method. (Q1423251) (← links)
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
- Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
- Extrapolation of the Stochastic Theta Numerical Method for Stochastic Differential Equations (Q5488655) (← links)
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)