2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.7. Families of Numerical Methods for Solving SDE Systems. Theorem of Convergence

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.90 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Numerical Methods ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.6. Simple Numerical Methods Generalizing the Explicit Runge-Kutta Methods

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.85 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Numerical Methods ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem ◽

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.10. Numerical Methods for Solving Linear SDE Systems

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.116 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Numerical Methods ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.3. Construction of SDEs with Given Probability Characteristics of Solution

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.64 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.15. Numerical Experiments

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.154 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Numerical Experiments ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.13. Applying SDE for Numerical Solution of Linear Elliptic and Parabolic Equations

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.133 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Statistical Simulation ◽

Problem Solution ◽

Elliptic And Parabolic Equations ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.12. Numerical Solution of SDE System with Poisson Component

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.128 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem ◽

Poisson Component

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.8. Mean Square Consistency of Methods

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.94 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

Mean Square ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.4. Linear SDE Systems with Additive and Multiplicative Noise

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.73 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Multiplicative Noise ◽

Statistical Simulation ◽

Problem Solution ◽

Additive And Multiplicative Noise ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.2. Cauchy Problem for a SDE System. Main Definitions

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.57 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem

Download Full-text

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations ◽

10.1515/9783110944662.49 ◽

2011 ◽

Keyword(s):

Cauchy Problem ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Statistical Simulation ◽

Problem Solution ◽

The Cauchy Problem

Download Full-text