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Numerical integration of stochastic differential equations by composition methods (Dynamical Systems and Differential Geometry)

机译：随机微分方程组成方法的数值积分（动力学系统和微分几何）

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作者
Misawa Tetsuya;
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年度 2000
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原文格式 PDF
正文语种 en
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1. Numerical Method for Integrating Solution of Stochastic Differential Equations Based on Differential Transformations [J] . M.Yu. Rakushev Journal of automation and information sciences . 2013,第11期

机译：基于微分变换的随机微分方程积分解的数值方法
2. Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations [J] . Buckwar E., Kelly C. SIAM Journal on Numerical Analysis . 2011,第1期

机译：对随机微分方程系统数值方法的系统线性稳定性分析
3. Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations [J] . E.Buckwar, C.Kelly Computers & mathematics with applications . 2012,第7期

机译：随机微分方程系统的非正态漂移结构和数值方法的线性稳定性分析
4. Testing of the numerical methods of solution differential equations describing the systems with chaotic dynamics [C] . Ivan V. Semernik, Alexander V. Demyanenko Proceedings of the 2017 IEEE Russia Section Young Researchers in Electrical and Electronic Engineering Conference . 2017

机译：描述具有混沌动力学系统的解微分方程数值方法的测试
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage [O] . Paul Johnson, Sydney Howell, Peter Duck -1

机译：随机动态优化的偏微分方程方法：在储能风力发电中的应用
7. Mean-square stability of numerical schemes for stochastic differential systems (Discretization Methods and Numerical Algorithms for Differential Equations) [O] . Saito Yoshihiro, Mitsui Taketomo 2002

机译：随机微分系统数值格式的均方稳定性（微分方程的离散化方法和数值算法）

Numerical integration of stochastic differential equations by composition methods (Dynamical Systems and Differential Geometry)

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