Pages that link to "Item:Q2665939"
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The following pages link to A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939):
Displaying 7 items.
- The Magnus expansion for stochastic differential equations (Q2303772) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- (Q5071330) (← links)
- Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
- Numerical solution of kinetic SPDEs via stochastic Magnus expansion (Q6102934) (← links)
- Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)
- B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems (Q6616293) (← links)