Result 1 to 20 of 59 total
Probabilistic error bounds for the discrepancy of mixed sequences. (English)
Monte Carlo Methods Appl. 18, No. 2, 181-200 (2012).
1
On Dobrushin’s inequality. (English)
Stat. Probab. Lett. 82, No. 6, 1202-1207 (2012).
2
Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. (English)
J. Comput. Appl. Math. 236, No. 14, 3514-3527 (2012).
3
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers. (English)
J. Comput. Appl. Math. 236, No. 6, 1137-1154 (2011).
4
Estimating computational noise. (English)
SIAM J. Sci. Comput. 33, No. 3, 1292-1314 (2011).
5
SPDEs driven by additive and multiplicative white noises: a numerical study. (English)
Math. Comput. Simul. 81, No. 10, 2234-2243 (2011).
6
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. (English)
BIT 51, No. 2, 405-425 (2011).
7
The Euler-Maruyama approximations for the CEV model. (English)
Discrete Contin. Dyn. Syst., Ser. B 16, No. 1, 1-14 (2011).
8
On modelling and pricing rainfall derivatives with seasonality. (English)
Appl. Math. Finance 18, No. 1-2, 71-91 (2011).
9
Population Monte Carlo algorithm in high dimensions. (English)
Methodol. Comput. Appl. Probab. 13, No. 2, 369-389 (2011).
10
Weak approximation of stochastic partial differential equations: the nonlinear case. (English)
Math. Comput. 80, No. 273, 89-117 (2011).
11
Convergence of numerical time-averaging and stationary measures via Poisson equations. (English)
SIAM J. Numer. Anal. 48, No. 2, 552-577 (2010).
12
Finite element approximation of the linear stochastic wave equation with additive noise. (English)
SIAM J. Numer. Anal. 48, No. 2, 408-427 (2010).
13
Preserving positivity in solutions of discretised stochastic differential equations. (English)
Appl. Math. Comput. 217, No. 2, 763-774 (2010).
14
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions. (English)
J. Comput. Appl. Math. 235, No. 1, 203-217 (2010).
15
Weak approximation of the stochastic wave equation. (English)
J. Comput. Appl. Math. 235, No. 1, 33-58 (2010).
16
Adaptive optimal allocation in stratified sampling methods. (English)
Methodol. Comput. Appl. Probab. 12, No. 3, 335-360 (2010).
17
Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation. (English)
Math. Comput. Simul. 80, No. 6, 1118-1123 (2010).
18
An adaptive approach to cube-based quasi-Monte Carlo integration on $\Bbb R^d$. (English)
Math. Comput. Simul. 80, No. 6, 1104-1117 (2010).
19
Note on functional iteration technique for $M/G/1$ type Markov chains. (English)
Linear Algebra Appl. 432, No. 4, 1042-1048 (2010).
20
Result 1 to 20 of 59 total
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