Pages that link to "Item:Q3176045"

The following pages link to Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations (Q3176045):

Displaying 16 items.

• Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
• Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
• Multi-step methods for random ODEs driven by Itô diffusions (Q893125) (← links)
• On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
• An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems (Q2049749) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← 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)
• (Q5071330) (← links)
• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
• A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
• Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
• An accurate numerical scheme for mean-field forward and backward SDEs with jumps (Q6662392) (← links)