Pages that link to "Item:Q1335342"

The following pages link to Simulation of stochastic differential equations (Q1335342):

Displaying 35 items.

• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations (Q297861) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
• Simulation of stopped diffusions (Q703771) (← links)
• Numerical simulations of stochastic differential equations (Q749188) (← links)
• Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
• Discretization and simulation of stochastic differential equations (Q760095) (← links)
• Discretization of the Wiener-process in difference-methods for stochastic differential equations (Q799309) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• Numerical simulation for certain stochastic ordinary differential equations (Q1082047) (← links)
• Simulation studies on time discrete diffusion approximations (Q1095628) (← links)
• Monte Carlo simulation of nonlinear diffusion processes (Q1185114) (← links)
• Numerical solution of SDE through computer experiments. Including floppy disk (Q1313407) (← links)
• Some experiments on numerical simulations of stochastic differential equations and a new algorithm (Q1335598) (← links)
• Some issues in discrete approximate solution for stochastic differential equations (Q1339295) (← links)
• Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
• Macroscopic neural mass model constructed from a current-based network model of spiking neurons (Q1707873) (← links)
• Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
• Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461) (← links)
• Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
• Numerical integration of stochastic differential equations. (Q1963638) (← links)
• A new numerical method for SDEs and its application in circuit simulation (Q1971846) (← links)
• Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (Q2057392) (← links)
• Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems (Q2258378) (← links)
• Fast simulations of stochastic dynamical systems (Q2485717) (← links)
• Evaluating methods for approximating stochastic differential equations (Q2497769) (← links)
• Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations (Q2702620) (← links)
• STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
• Short Lecture Session (Q4295106) (← links)
• Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (Q4633300) (← links)
• (Q4856695) (← links)
• Simulation and approximation of Lévy-driven stochastic differential equations (Q4918491) (← links)
• On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
• Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050) (← links)