Pages that link to "Item:Q4986658"

The following pages link to 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):

Displaying 9 items.

• SDE-MATH (Q53366) (← links)
• The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
• Comparative analysis of particle filters for stochastic systems with continuous and discrete time (Q2695101) (← links)
• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← 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)