The following pages link to (Q4319807):
Displaying 50 items.
- Uncertainty propagation in orbital mechanics via tensor decomposition (Q285135) (← links)
- Adaptive importance sampling for control and inference (Q290478) (← links)
- High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods. (Q375448) (← links)
- Generating functions for stochastic symplectic methods (Q379801) (← links)
- On the numerical discretisation of stochastic oscillators (Q449665) (← links)
- A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
- Approximate representations of solutions to SVIEs, and an application to numerical analysis (Q504880) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Numerical simulations of generalized Langevin equations with deeply asymptotic parameters (Q598144) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
- Waveform relaxation method for stochastic differential equations with constant delay (Q617636) (← links)
- Discrete time waveform relaxation method for stochastic delay differential equations (Q618079) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations (Q666603) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- Simulation of stopped diffusions (Q703771) (← links)
- Weak approximation of the stochastic wave equation (Q711221) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids (Q729191) (← links)
- The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
- Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
- Approximate nonlinear filtering and its application in navigation (Q813997) (← links)
- Coloured noise for dispersion of contaminants in shallow waters (Q840151) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- A note on the balanced method (Q855290) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Multi-step methods for random ODEs driven by Itô diffusions (Q893125) (← 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)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- Multiple stochastic integrals with Mathematica (Q1005208) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
- New forms of extended Kalman filter via transversal linearization and applications to structural system identification (Q1033537) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295) (← links)
