Pages that link to "Item:Q2700009"
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The following pages link to An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009):
Displaying 4 items.
- LevyArea.jl (Q1334086) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
- An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox (Q6388791) (← links)
- Rosenbrock-type methods for solving stochastic differential equations (Q6572963) (← links)