222 results in 65Cxx
Moderate deviations-based importance sampling for stochastic recursive equations
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- Advances in Applied Probability / Volume 49 / Issue 4 / December 2017
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- 17 November 2017, pp. 981-1010
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- December 2017
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POLYNOMIAL BOUNDS FOR SOLUTIONS TO BOUNDARY VALUE AND OBSTACLE PROBLEMS WITH APPLICATIONS TO FINANCIAL DERIVATIVE PRICING
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- Bulletin of the Australian Mathematical Society / Volume 97 / Issue 1 / February 2018
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- 02 November 2017, pp. 174-176
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- February 2018
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PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES
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- The ANZIAM Journal / Volume 59 / Issue 2 / October 2017
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- 23 October 2017, pp. 183-199
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Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations
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- Numerical Mathematics: Theory, Methods and Applications / Volume 10 / Issue 4 / November 2017
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- 12 September 2017, pp. 798-828
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- November 2017
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Limit theorems for the zig-zag process
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- Advances in Applied Probability / Volume 49 / Issue 3 / September 2017
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- 08 September 2017, pp. 791-825
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- September 2017
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Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations
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- East Asian Journal on Applied Mathematics / Volume 7 / Issue 3 / August 2017
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- 07 September 2017, pp. 548-565
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- August 2017
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Comprehensive Studies on Rarefied Jet and Jet Impingement Flows with Gaskinetic Methods
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- Communications in Computational Physics / Volume 22 / Issue 3 / September 2017
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- 06 July 2017, pp. 712-741
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- September 2017
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On the convergence of the quasi-regression method: polynomial chaos and regularity
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 424-443
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- June 2017
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Moderate deviation principles for importance sampling estimators of risk measures
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 490-506
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- June 2017
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Ergodicity of Markov chain Monte Carlo with reversible proposal
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 638-654
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- June 2017
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Uncertainty Quantification of Derivative Instruments
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- East Asian Journal on Applied Mathematics / Volume 7 / Issue 2 / May 2017
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- 02 May 2017, pp. 343-362
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- May 2017
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Analysis of the Closure Approximation for a Class of Stochastic Differential Equations
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- Numerical Mathematics: Theory, Methods and Applications / Volume 10 / Issue 2 / May 2017
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- 09 May 2017, pp. 299-330
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- May 2017
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Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument
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- East Asian Journal on Applied Mathematics / Volume 7 / Issue 2 / May 2017
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- 02 May 2017, pp. 306-324
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- May 2017
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Deferred Correction Methods for Forward Backward Stochastic Differential Equations
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- Numerical Mathematics: Theory, Methods and Applications / Volume 10 / Issue 2 / May 2017
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- 09 May 2017, pp. 222-242
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- May 2017
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FXRS: Fast X-Ray Spectrum-Simulator Theory and Software Implementation
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- Communications in Computational Physics / Volume 21 / Issue 5 / May 2017
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- 26 April 2017, pp. 1475-1488
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- May 2017
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Impact of Local Grid Refinements of Spherical Centroidal Voronoi Tessellations for Global Atmospheric Models
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- Communications in Computational Physics / Volume 21 / Issue 5 / May 2017
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- 27 March 2017, pp. 1310-1324
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- May 2017
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DISCREPANCY OF SECOND ORDER DIGITAL SEQUENCES IN FUNCTION SPACES WITH DOMINATING MIXED SMOOTHNESS
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- Mathematika / Volume 63 / Issue 3 / 2017
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- 29 November 2017, pp. 863-894
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- 2017
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Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems
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- Communications in Computational Physics / Volume 21 / Issue 1 / January 2017
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- 05 December 2016, pp. 237-270
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- January 2017
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Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1095-1116
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- December 2016
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An Element Decomposition Method for the Helmholtz Equation
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- Communications in Computational Physics / Volume 20 / Issue 5 / November 2016
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- 02 November 2016, pp. 1258-1282
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- November 2016
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