Pages that link to "Item:Q4372696"

The following pages link to Approximation of continuous time stochastic processes by a local linearization method (Q4372696):

Displaying 12 items.

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
• A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
• A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations (Q1614124) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
• Fast continuous-discrete DAF-filters (Q2930879) (← links)
• Estimation for nonlinear stochastic differential equations by a local linearization method¹ (Q4208316) (← links)
• Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
• Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
• Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)