-
1
-
-
0030560429
-
The law of the Euler scheme for stochastic differential equations, I. Convergence rate of the distribution function
-
V. BALLY AND D. TALAY, The law of the Euler scheme for stochastic differential equations, I. Convergence rate of the distribution function, Probab. Theory Related Fields, 104 (1996), pp. 43-60.
-
(1996)
Probab. Theory Related Fields
, vol.104
, pp. 43-60
-
-
Bally, V.1
Talay, D.2
-
2
-
-
0002308425
-
The law of the Euler scheme for stochastic differential equations, II. Convergence rate of the density
-
V. BALLY AND D. TALAY, The law of the Euler scheme for stochastic differential equations, II. Convergence rate of the density, Monte Carlo Methods Appl., 2 (1996), pp. 93-128.
-
(1996)
Monte Carlo Methods Appl.
, vol.2
, pp. 93-128
-
-
Bally, V.1
Talay, D.2
-
4
-
-
1842535208
-
Accurate integration of stochastic climate models with application to El Niño
-
B. D. EWALD, C. PENLAND, AND R. TEMAM, Accurate integration of stochastic climate models with application to El Niño, Monthly Weather Rev., 132 (2004), pp. 154-164.
-
(2004)
Monthly Weather Rev.
, vol.132
, pp. 154-164
-
-
Ewald, B.D.1
Penland, C.2
Temam, R.3
-
5
-
-
0028485279
-
Random, generation of stochastic area integrals
-
J. G. GAINES AND T. J. LYONS, Random, generation of stochastic area integrals, SIAM J. Appl. Math., 54 (1994), pp. 1132-1146.
-
(1994)
SIAM J. Appl. Math.
, vol.54
, pp. 1132-1146
-
-
Gaines, J.G.1
Lyons, T.J.2
-
6
-
-
0003335723
-
Numerical solution of stochastic differential equations
-
Springer-Verlag, Berlin
-
P. E. KLOEDEN AND E. PLATEN, Numerical Solution of Stochastic Differential Equations, Appl. Math. 23, Springer-Verlag, Berlin, 1992.
-
(1992)
Appl. Math.
, vol.23
-
-
Kloeden, P.E.1
Platen, E.2
-
7
-
-
0003954235
-
-
Universitext, Springer-Verlag, Berlin
-
P. E. KLOEDEN, E. PLATEN, AND H. SCHURZ, Numerical Solution of SDE through Computer Experiments, Universitext, Springer-Verlag, Berlin, 1994.
-
(1994)
Numerical Solution of SDE Through Computer Experiments
-
-
Kloeden, P.E.1
Platen, E.2
Schurz, H.3
-
8
-
-
0000532550
-
Approximate integration of stochastic differential equations
-
G. N. MIL'SHTEIN, Approximate integration of stochastic differential equations, Theory Probab. Appl., 19 (1974), pp. 557-562.
-
(1974)
Theory Probab. Appl.
, vol.19
, pp. 557-562
-
-
Mil'Shtein, G.N.1
-
9
-
-
0029506155
-
The optimal growth of tropical sea surface temperatures
-
C. PENLAND AND P. D. SARDESHMUKH, The optimal growth of tropical sea surface temperatures, J. Climate, 8 (1995), pp. 1999-2024.
-
(1995)
J. Climate
, vol.8
, pp. 1999-2024
-
-
Penland, C.1
Sardeshmukh, P.D.2
-
10
-
-
0001040012
-
Numerical treatment of stochastic differential equations
-
W. RÜMELIN, Numerical treatment of stochastic differential equations, SIAM J. Numer. Anal., 19 (1982), pp. 604-613.
-
(1982)
SIAM J. Numer. Anal.
, vol.19
, pp. 604-613
-
-
Rümelin, W.1
-
11
-
-
0024226014
-
The generation of global rotational flow by steady idealized tropical divergence
-
P. D. SARDESHMUKH AND B. J. HOSKINS, The generation of global rotational flow by steady idealized tropical divergence, J. Atmospheric Sci., 45 (1988), pp. 1228-1251.
-
(1988)
J. Atmospheric Sci.
, vol.45
, pp. 1228-1251
-
-
Sardeshmukh, P.D.1
Hoskins, B.J.2
-
12
-
-
0003208202
-
Simulation of stochastic differential equations
-
P. Krée and W. Wedig, eds., Springer-Verlag, Berlin
-
D. TALAY, Simulation of stochastic differential equations, in Probabilistic Methods in Applied Physics, P. Krée and W. Wedig, eds., Springer-Verlag, Berlin, 1995, pp. 54-96.
-
(1995)
Probabilistic Methods in Applied Physics
, pp. 54-96
-
-
Talay, D.1
|