Pages that link to "Item:Q347978"
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The following pages link to Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978):
Displaying 14 items.
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193) (← links)
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
- Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus (Q1687075) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
- On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems (Q2683061) (← links)
- Wavelets Galerkin method for solving stochastic heat equation (Q2957743) (← links)
- Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
- (Q4627201) (← links)
- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943) (← links)
- Improved Stabilized Multilevel Monte Carlo Method for Stiff Stochastic Differential Equations (Q5264882) (← links)
- (Q6121376) (← links)
