Pages that link to "Item:Q596212"
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The following pages link to Adaptive stepsize based on control theory for stochastic differential equations (Q596212):
Displaying 17 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Second-order stabilized explicit Runge-Kutta methods for stiff problems (Q711831) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- Stochastic simulation of chemical reactions in spatially complex media (Q929170) (← links)
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
- A stepsize control strategy for stiff systems of ordinary differential equations (Q1339344) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- A Review of Stochastic and Delay Simulation Approaches in Both Time and Space in Computational Cell Biology (Q4555235) (← links)
- SERK2v2: A new second‐order stabilized explicit Runge‐Kutta method for stiff problems (Q4903215) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
