Pages that link to "Item:Q1335598"
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The following pages link to Some experiments on numerical simulations of stochastic differential equations and a new algorithm (Q1335598):
Displaying 17 items.
- Simulation studies on time discrete diffusion approximations (Q1095628) (← links)
- Numerical simulation of randomly forced turbulent flows (Q1268314) (← links)
- Comparative analysis of high-accuracy numerical methods for solving Itô stochastic differential equations (Q1285463) (← links)
- Numerical solutions of linear stochastic differential equations (Q1324320) (← links)
- Simulation of stochastic differential equations (Q1335342) (← 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)
- Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (Q1873366) (← links)
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
- A new numerical method for SDEs and its application in circuit simulation (Q1971846) (← links)
- On solving stochastic differential equations (Q2315357) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Evaluating methods for approximating stochastic differential equations (Q2497769) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639) (← links)
- Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
