Study of Stochastic Differential Equations by Constructive Methods. I.

被引:0
|
作者
机构
来源
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [21] Numerical methods for simulation of stochastic differential equations
    Bayram, Mustafa
    Partal, Tugcem
    Buyukoz, Gulsen Orucova
    ADVANCES IN DIFFERENCE EQUATIONS, 2018,
  • [22] Difference methods for stochastic partial differential equations
    Roth, C
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 2002, 82 (11-12): : 821 - 830
  • [23] Path Integral Methods for Stochastic Differential Equations
    Chow, Carson C.
    Buice, Michael A.
    JOURNAL OF MATHEMATICAL NEUROSCIENCE, 2015, 5
  • [24] Spectral Methods for Multiscale Stochastic Differential Equations
    Abdulle, A.
    Pavliotis, G. A.
    Vaes, U.
    SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2017, 5 (01): : 720 - 761
  • [25] Numerical methods for simulation of stochastic differential equations
    Mustafa Bayram
    Tugcem Partal
    Gulsen Orucova Buyukoz
    Advances in Difference Equations, 2018
  • [26] Comment on "Numerical methods for stochastic differential equations"
    Burrage, Kevin
    Burrage, Pamela
    Higham, Desmond J.
    Kloeden, Peter E.
    Platen, Eckhard
    PHYSICAL REVIEW E, 2006, 74 (06):
  • [27] Analysis of multiscale methods for stochastic differential equations
    Weinan, E
    Di, L
    Vanden-Eijnden, E
    COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2005, 58 (11) : 1544 - 1585
  • [28] DIFFERENCE METHODS FOR STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS
    FRANKLIN, JN
    MATHEMATICS OF COMPUTATION, 1965, 19 (92) : 552 - &
  • [29] Waveform relaxation methods for stochastic differential equations
    Schurz, Henri
    Schneider, Klaus R.
    INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2006, 3 (02) : 232 - 254
  • [30] The analysis of irregularly observed stochastic astronomical time-series - I. Basics of linear stochastic differential equations
    Koen, C
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2005, 361 (03) : 887 - 896