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کلمات کلیدی: Stochastic differential equation
موارد یافت شده: 16
1 - Lower Bound Approximation of nonlinear Basket Option with Jump-Diffusion (چکیده)2 - A family of Chaplygin-type solvers for Itô stochastic differential equations (چکیده)
3 - A new solution method for stochastic differential equations via collocation approach (چکیده)
4 - Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations (چکیده)
5 - A revisit of stochastic theta method with some improvements (چکیده)
6 - Some derivative-free solvers for numerical solution of SODEs (چکیده)
7 - A fast convergent numerical method for matrix sign function with application in SDEs (چکیده)
8 - NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATION CORRESPONDING TO CONTINUOUS DISTRIBUTIONS (چکیده)
9 - A NEW CLASS OF STOCHASTIC RUNGE-KUTTA METHODS FOR WEAK APPROXIMATION OF ITˆO SDE (چکیده)
10 - A CLASS OF STOCHASTIC RUNGE-KUTTA METHODS FOR WEAK APPROXIMATION OF ITˆO SDE (چکیده)
11 - An estimate of the error for strong solutions of stochastic differential equations (چکیده)
12 - Strong Runge-Kutta methods with order one for numerical solution of ITO stochastic differential equations (چکیده)
13 - A weak order one stochastic Runge-Kutta method (چکیده)
14 - New ROW-type scheme with weak order 2 for approximating stochastic differentisl equations (چکیده)
15 - Strong approximation of stochastic differential equations with Runge-Kutta methods (چکیده)
16 - Weakly stochastic Runge-Kutta method with order 2 (چکیده)
