Pages that link to "Item:Q1203152"

The following pages link to Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152):

Displaying 50 items.

• Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
• A numerical method for SDEs with discontinuous drift (Q285276) (← links)
• Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
• A stochastic Gompertz model highlighting internal and external therapy function for tumour growth (Q295149) (← links)
• A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• An Îto stochastic differential equations model for the dynamics of the MCF-7 breast cancer cell line treated by radiotherapy (Q309200) (← links)
• Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Multivariable feedback particle filter (Q313150) (← links)
• The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
• Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375) (← links)
• Semi-Kolmogorov models for predation with indirect effects in random environments (Q316922) (← links)
• Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law (Q333025) (← links)
• Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion (Q339810) (← links)
• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields (Q347715) (← links)
• Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
• Implicit and explicit schemes for mass consistency preservation in hybrid particle/finite-volume algorithms for turbulent reactive flows (Q348458) (← links)
• Spatially adaptive stochastic methods for fluid-structure interactions subject to thermal fluctuations in domains with complex geometries (Q349597) (← links)
• On the numerical treatment of dissipative particle dynamics and related systems (Q349699) (← links)
• Specific volume coupling and convergence properties in hybrid particle/finite volume algorithms for turbulent reactive flows (Q349976) (← links)
• An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
• Stochastic thermal shock problem in generalized thermoelasticity (Q350375) (← links)
• Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152) (← links)
• Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation (Q356373) (← links)
• A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems (Q397248) (← links)
• Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
• Higher-order time integration of Coulomb collisions in a plasma using Langevin equations (Q401573) (← links)
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms (Q401608) (← links)
• Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps (Q410238) (← links)
• Finite volume schemes for hyperbolic balance laws with multiplicative noise (Q412315) (← links)
• Quantum Zeno effect: Quantum shuffling and Markovianity (Q413178) (← links)
• A Fokker-Planck approach to canonical-dissipative Nambu systems: With an application to human motor control during dynamic haptic perception (Q420320) (← links)
• Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
• Predictor-corrector pseudospectral methods for stochastic partial differential equations with additive white noise (Q426443) (← links)
• Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
• A note on order of convergence of numerical method for neutral stochastic functional differential equations (Q430392) (← links)
• Conditional Monte Carlo method for dynamic systems with random properties (Q437879) (← links)
• Mean-square random dynamical systems (Q439108) (← links)
• On the numerical discretisation of stochastic oscillators (Q449665) (← links)
• Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
• Maximum a posteriori state path estimation: discretization limits and their interpretation (Q458750) (← links)
• Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
• Three-dimensional modeling of tsunami generation and propagation under the effect of stochastic seismic fault source model in linearized shallow-water wave theory (Q469980) (← links)
• Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)