Add to ORKGThis paper demonstrates a derivation of stochastic Taylor methods for stochastic differential equations (SDEs). The stochastic Taylor series is extended and truncated at certain terms to achieve the order of convergence of stochatsic Taylor methods for SDEs. The systematic derivation of the expansion of stochastic Taylor series formula is presented. Numerical methods of Euler, Milstein scheme and stochastic Taylor methods of order 2.0 are proposed
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
Numerical methods for stochastic differential equations, including Taylor expansion approximations, ...
This paper demonstrates a derivation of stochastic Taylor methods for stochastic differential equati...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...
The development of numerical methods for stochastic differential equations has intensified over the ...
This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...
Abstract In this paper we are concerned with numerical methods to solve stochastic differential equa...
This thesis explains the theoretical background of stochastic differential equations in one dimensio...
AbstractThe way to obtain deterministic Runge–Kutta methods from Taylor approximations is generalize...
This thesis consists of four papers: <p>Paper I is an overview of recent techniques in strong numeri...
This paper is devoted to investigate the performance of stochastic Taylor methods and derivative-fre...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
Numerical methods for stochastic differential equations, including Taylor expansion approximations, ...
This paper demonstrates a derivation of stochastic Taylor methods for stochastic differential equati...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...
This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...
The development of numerical methods for stochastic differential equations has intensified over the ...
This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...
Abstract In this paper we are concerned with numerical methods to solve stochastic differential equa...
This thesis explains the theoretical background of stochastic differential equations in one dimensio...
AbstractThe way to obtain deterministic Runge–Kutta methods from Taylor approximations is generalize...
This thesis consists of four papers: <p>Paper I is an overview of recent techniques in strong numeri...
This paper is devoted to investigate the performance of stochastic Taylor methods and derivative-fre...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
This paper gives a review of recent progress in the design of numerical methods for computing the tr...
Numerical methods for stochastic differential equations, including Taylor expansion approximations, ...