Antagonist
发表于 2025-4-1 03:37:47
Selected Applications of Strong Approximationsion of trajectories of stochastic dynamical systems, including stochastic flows, the testing of parametric estimators and Markov chain filters. In addition, some results on asymptotically efficient schemes will be presented.
Concomitant
发表于 2025-4-1 09:31:39
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弯曲的人
发表于 2025-4-1 14:01:41
Explicit and Implicit Weak Approximationsdrift and diffusion coefficients. As with strong schemes, we can also derive Runge-Kutta like weak approximations which avoid the use of such derivatives. Here too, these will not be simply heuristic generalizations of deterministic Runge-Kutta schemes. We shall also introduce extrapolation methods,
不妥协
发表于 2025-4-1 17:20:17
Selected Applications of Weak Approximationsrals, which generalize stochastic quadrature formulae, and then use weak schemes to approximate invariant measures. Finally, we compute the top Lyapunov exponents for linear stochastic differential equations. We believe that the techniques outlined here bear much potential for the development of eff