Pages that link to "Item:Q1956545"

The following pages link to Taylor expansions of solutions of stochastic partial differential equations (Q1956545):

Displaying 24 items.

• Pathwise Taylor expansions for Itô random fields (Q427951) (← links)
• Numerical schemes for rough parabolic equations (Q434372) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Taylor schemes for rough differential equations and fractional diffusions (Q727475) (← links)
• Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
• A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
• Stochastic flows and Taylor series (Q1099882) (← links)
• Taylor series expansions for Poisson-driven (max,+)-linear systems (Q1921436) (← links)
• Bivariate generalized Taylor's formula and its applications to solve FPDEs (Q2026897) (← links)
• A first order description of a nonlinear SPDE in the spirit of rough paths (Q2095435) (← links)
• Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
• On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
• Inverse function, Taylor's expansion and extended Schröder's processes (Q2921929) (← links)
• (Q4029002) (← links)
• Simulation of stochastic partial differential equations using finite element methods (Q4648584) (← links)
• Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
• (Q4965807) (← links)
• (Q5071330) (← links)
• Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (Q6163565) (← links)
• Stochastic modeling for describing crystallization droplets in water emulsion (Q6171651) (← links)