Numerical solution of SDE through computer experiments von Kloeden, Peter E. 1949-, Platen, Eckhard 1949-, Schurz, Henri 1964-

Inhaltsverzeichnis

Waveform relaxation methods for stochastic differential equations von Schneider, Klaus R., Schurz, Henri 1964-

On moment dissipative stochastic dynamical systems von Schurz, Henri 1964-

Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process von Schurz, Henri 1964-

Inhaltsverzeichnis

The invariance of asymptotic laws of stochastic systems under discretization von Schurz, Henri 1964-

Inhaltsverzeichnis

Modelling, analysis and simulation of stochastic innovation diffusion von Schurz, Henri 1964-

Stochastic stability of structures under active control with distributed time delays von Karmeshu, Jawaharlal, Schurz, Henri 1964-

Construction of nonnegative numerical solutions for SDE's explosions, lifetime, nonnegativity and uniform boundedness von Schurz, Henri 1964-

Asymptotical mean stability of numerical solutions with multiplicative noise von Schurz, Henri 1964-

Moment contractivity and stability exponents of nonlinear stochastic dynamical systems von Schurz, Henri 1964-

Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications von Schurz, Henri 1964-

Inhaltsverzeichnis

Numerical solution of SDE through computer experiments von Kloeden, Peter E. 1949-, Platen, Eckhard 1949-, Schurz, Henri 1964-

Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications von Schurz, Henri 1964-

Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations [and Applications] von Schurz, Henri 1964-

Moment evolution of the outflow-rate from nonlinear conceptual reservoirs von Karmeshu, Jawaharlal, Schurz, Henri 1964-

Inhaltsverzeichnis

Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise von Karmeshu, Jawaharlal, Schurz, Henri 1964-

A brief introduction to numerical analysis of (ordinary) stochastic differential equations without tears von Schurz, Henri 1964-

Numerical solution of SDE through computer experiments von Kloeden, Peter E. 1949-, Platen, Eckhard 1949-, Schurz, Henri 1964-

Mean square stability analysis of some linear stochastic systems von Rjaško, Lev B., Schurz, Henri 1964-

Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations [and applications] von Schurz, Henri 1964-