Keywords: طرح اویلر; stochastic differential equation; Euler scheme; measurable flow; Markov property; non-Lipschitz; 60H10; 60F99;
مقالات ISI طرح اویلر (ترجمه نشده)
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Keywords: طرح اویلر; Volterra equations; Euler scheme; Stochastic partial differential equations; Finite element method; Weak convergence; Convolution quadrature; Fractional differential equations;
Keywords: طرح اویلر; 60G10; 60J60; 65C05; 65D15; 60F05; Stochastic differential equation; Stationary process; Steady regime; Ergodic diffusion; Central Limit Theorem; Euler scheme; Poisson equation; Richardson-Romberg extrapolation;
Spectral discretization of the time-dependent Navier–Stokes problem coupled with the heat equation
Keywords: طرح اویلر; Navier–Stokes equations; Heat equation; Spectral method; Euler scheme; A priori analysis
A multi-step Richardson-Romberg extrapolation method for stochastic approximation
Keywords: طرح اویلر; 60H35; 65C30; 65C05; Euler scheme; Weak error; Richardson-Romberg extrapolation; Stochastic approximation algorithm;
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Keywords: طرح اویلر; 60G10; 60G15; 60H35; Stochastic differential equation; Fractional Brownian motion; Stationary process; Euler scheme;
Localization of Wiener functionals of fractional regularity and applications
Keywords: طرح اویلر; Fractional order; Donsker’s delta function; Integration by parts; Non-Markovian; Euler scheme; Convergence rate
Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes
Keywords: طرح اویلر; Difference equation; Delay-differential equation; Euler scheme; State-dependent mesh; Growth rate
Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps
Keywords: طرح اویلر; Divergence form operators; Stochastic differential equation; Skew Brownian motion; Monte Carlo simulation; Euler scheme; Geophysics; Diffusive media with interfaces;
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
Keywords: طرح اویلر; Stochastic differential equation; Euler scheme; Convergence speed; Hölder continuous
Approximation of stationary solutions of Gaussian driven stochastic differential equations
Keywords: طرح اویلر; 60G10; 60G15; 60H35Stochastic differential equation; Gaussian process; Stationary process; Euler scheme
Convergence of a stochastic particle approximation for fractional scalar conservation laws
Keywords: طرح اویلر; Nonlinear partial differential equations; Interacting particle systems; Euler scheme; αα-stable Lévy processes
The Euler scheme and its convergence for impulsive delay differential equations
Keywords: طرح اویلر; Impulsive delay differential equations; Numerical method; Euler scheme; Convergence; Fixed stepsize;
Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems
Keywords: طرح اویلر; Stochastic Schrödinger equations; Quantum trajectories; stochastic differential equation with jump; Poisson random measure; Stochastic intensity; Euler scheme
Jump-adapted discretization schemes for Lévy-driven SDEs
Keywords: طرح اویلر; primary, 60H35; secondary, 65C05, 60G51Lévy-driven stochastic differential equation; Euler scheme; Jump-adapted discretization; Weak approximation; Libor market model with jumps
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations
Keywords: طرح اویلر; 49Q12; 62P05; 65CSensitivity analysis; Parabolic partial differential equations; Stochastic differential equations; Euler scheme; A posteriori error estimate; Adaptive algorithms; Hedging; Financial derivatives
A random Euler scheme for Carathéodory differential equations
Keywords: طرح اویلر; Carathéodory differential equations; Euler scheme; Monte–Carlo methods
A connection between extreme value theory and long time approximation of SDEs
Keywords: طرح اویلر; 60G10; 60G70; 60J75; 65D15Stochastic differential equation; Jump process; Invariant distribution; Euler scheme; Extreme value
Computation of the invariant measure for a Lévy driven SDE: Rate of convergence
Keywords: طرح اویلر; 60H35; 60H10; 60J75; 60F05Stochastic differential equation; Lévy process; Invariant distribution; Euler scheme; Rate of convergence
Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
Keywords: طرح اویلر; 60G34Stochastic differential equation with jumps; Stochastic difference equation; Euler scheme; Continuous dependence on initial value; Convergence
Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
Keywords: طرح اویلر; Markovian switching; Poisson jump; Euler scheme; Local Lipschitz condition
The Euler scheme for random impulsive differential equations
Keywords: طرح اویلر; Differential equation; Random impulse; Euler scheme; Continuous dependence on initial value; Convergence;
Approximation of the posterior density for diffusion processes
Keywords: طرح اویلر; Diffusion process; Bayesian inference; Euler scheme
Convergence of schemes for stochastic differential equations
Keywords: طرح اویلر; Monte Carlo Simulation; Stochastic Differential Equation; Numerical schemes; Euler scheme; Milshtein Scheme; Newmark scheme
Euler scheme and tempered distributions
Keywords: طرح اویلر; 60H10; 60J60; 60H35; 65M15; 65C20; 65B05Stochastic differential equation; Euler scheme; Rate of convergence; Tempered distributions
Stochastic adsorption-desorption problem for mass-spring systems in the nanotechnology
Keywords: طرح اویلر; Euler scheme;
The approximate Euler method for Lévy driven stochastic differential equations
Keywords: طرح اویلر; 60H10; 65U05; 60J30; Euler scheme; Stochastic differential equations; Simulations; Approximate simulations;