Pages that link to "Item:Q5488655"

The following pages link to Extrapolation of the Stochastic Theta Numerical Method for Stochastic Differential Equations (Q5488655):

Displaying 7 items.

• Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations (Q2023741) (← 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)
• Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
• Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748) (← links)
• Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
• Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping (Q5243522) (← links)