Pages that link to "Item:Q4253105"
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The following pages link to The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization (Q4253105):
Displaying 25 items.
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← 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)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858) (← 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)
- Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
- Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations (Q2465405) (← links)
- Predictor-corrector methods for a linear stochastic oscillator with additive noise (Q2467150) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS (Q3149366) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems (Q4509605) (← links)
- Rare event simulation for steady-state probabilities via recurrency cycles (Q4631851) (← links)
- Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise (Q6148335) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
