Pages that link to "Item:Q4965793"
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The following pages link to Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793):
Displaying 8 items.
- The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
- Iterated stochastic integrals in infinite dimensions: approximation and error estimates (Q2287874) (← links)
- (Q4965807) (← links)
- SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (Q4986658) (← links)
- A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process (Q5056183) (← links)
- (Q5071330) (← links)
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
- A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space (Q6569007) (← links)
