Pages that link to "Item:Q482674"
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The following pages link to Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674):
Displaying 13 items.
- A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- Parametric inference for hypoelliptic ergodic diffusions with full observations (Q2023472) (← links)
- Locally linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems (Q2127009) (← links)
- Efficient computation of phi-functions in exponential integrators (Q2306400) (← links)
- Rate of convergence of local linearization schemes for random differential equations (Q2391028) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
- Weak exponential schemes for stochastic differential equations with additive noise (Q5316912) (← links)
- Resolvents of the Ito differential equations multiplicative with respect to the state vector (Q6185392) (← links)
- Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
