Pages that link to "Item:Q2784993"

The following pages link to Numerical analysis of stochastic differential equations without tears (Q2784993):

Displaying 33 items.

• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
• Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise (Q633987) (← links)
• Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances (Q711859) (← links)
• A comparison of three different stochastic population models with regard to persistence time (Q851322) (← links)
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q882014) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
• A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
• Numerical solution of SDE through computer experiments. Including floppy disk (Q1313407) (← links)
• Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
• Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
• Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
• Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability (Q2565996) (← links)
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (Q2566265) (← links)
• Editorial. Foreword: Special issue on ``Stochastic differential equations, stochastic algorithms, and applications'' (Q2633836) (← links)
• An algorithmic introduction to numerical simulation of stochastic differential equations (Q2753005) (← links)
• (Q4960357) (← links)
• SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
• Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
• Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)