Keywords: تقریبی ضعیف; Milstein scheme; Stochastic differential equations; Weak approximation;
مقالات ISI تقریبی ضعیف (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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Keywords: تقریبی ضعیف; Euler-Maruyama approximation; Irregular drift; Monte Carlo method; Reflected stochastic differential equation; Weak approximation;
Keywords: تقریبی ضعیف; Weak approximation; Stochastic differential equations; Malliavin calculus;
Keywords: تقریبی ضعیف; Multidimensional lattice; Weak approximation; Cubature formula; Sparse grid interpolation; Sparse matrix formulation;
Keywords: تقریبی ضعیف; 60H15; 60H35; 65C05; 65C30; 60H10Burgers equation; Boundary Neumann noise; Galerkin method; Weak approximation; Exponential Euler scheme; Impact of noise
Iterating the algebraic étale-Brauer set
Keywords: تقریبی ضعیف; primary; 11G35; secondary; 14G05; 14G25; 20G30; Rational points; Weak approximation; Brauer-Manin obstruction; Ãtale-Brauer obstruction; Universal torsors; Algebraic groups;
Local–global principle for 0-cycles on fibrations over rationally connected bases
Keywords: تقریبی ضعیف; 11G35; 14G25; 14D10Zero-cycles; Weak approximation; Brauer–Manin obstruction
Towards the Brauer-Manin obstruction on varieties fibred over the projective line
Keywords: تقریبی ضعیف; primary; 11G35; secondary; 14G25; 14D10; Zero-cycles; Hasse principle; Weak approximation; Brauer-Manin obstruction;
Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations
Keywords: تقریبی ضعیف; 60H10; 65L05; 65L06; Order conditions; Multiplicative noise; Weak approximation;
An optimization approach to weak approximation of stochastic differential equations with jumps
Keywords: تقریبی ضعیف; Doléans-Dade stochastic exponential; Lévy processes; Stochastic differential equations; Truncated stable process; Ornstein-Uhlenbeck-type process; Polynomial programming; Weak approximation;
On weak approximations of CIR equation with high volatility
Keywords: تقریبی ضعیف; CIR equation; Simulation; Weak approximation; Split-step scheme;
Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type
Keywords: تقریبی ضعیف; 35K65; 60H07; 60H30; 65C05; 91B28Degenerate parabolic; Weak approximation; Adaptivity; Malliavin calculus; Option pricing
Weak approximation of a fractional SDE
Keywords: تقریبی ضعیف; 60H10; 60H05; Weak approximation; Kac-Stroock type approximation; Fractional Brownian motion; Rough paths;
Jump-adapted discretization schemes for Lévy-driven SDEs
Keywords: تقریبی ضعیف; primary, 60H35; secondary, 65C05, 60G51Lévy-driven stochastic differential equation; Euler scheme; Jump-adapted discretization; Weak approximation; Libor market model with jumps
Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations
Keywords: تقریبی ضعیف; Stochastic Runge–Kutta method; Stochastic differential equation; Classification; Weak approximation; Optimal scheme65C30; 60H35; 65C20; 68U20
Continuous weak approximation for stochastic differential equations
Keywords: تقریبی ضعیف; 65C30; 60H35; 65C20; 68U20Continuous approximation; Stochastic differential equation; Stochastic Runge–Kutta method; Continuous Runge–Kutta method; Weak approximation; Optimal scheme
Weak approximation on del Pezzo surfaces of degree 1
Keywords: تقریبی ضعیف; primary, 14 G05; secondary, 12 G05Del Pezzo surface; Weak approximation; Brauer–Manin obstruction; Cyclic algebras
An optimal control variance reduction method for density estimation
Keywords: تقریبی ضعیف; 60H07; 60H35; 60J60; 62G07; 65C05; 60F05Kernel density estimation; Stochastic differential equations; Variance reduction; Weak approximation; Central limit theorem; Malliavin calculus
On weak approximations of (a, b)-invariant diffusions
Keywords: تقریبی ضعیف; 60H10; 65C20; Stochastic differential equation; Weak approximation; Euler and Milstein approximations; Split-step schemes;
Simulation of stopped diffusions
Keywords: تقریبی ضعیف; 02.50.Ey; 02.60.Cb; 02.70.Lq; 07.05.Tp; 35J25; 60G40; 60H10; 65C05; Stopped diffusions; Stochastic differential equations; Weak approximation; Dirichlet problems; Monte-Carlo simulations;