Li, Hui; Wang, Jun; Yao, Xiao; Ye, Zhuan Inequalities concerning maximum modulus and zeros of random entire functions. (English) Zbl 07811755 Proc. Edinb. Math. Soc., II. Ser. 67, No. 1, 57-78 (2024). MSC: 30B20 30D15 60G99 PDFBibTeX XMLCite \textit{H. Li} et al., Proc. Edinb. Math. Soc., II. Ser. 67, No. 1, 57--78 (2024; Zbl 07811755) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002 Differ. Uravn. Protsessy Upr. 2023, No. 1, 947 p. (2023). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 PDFBibTeX XML Full Text: Link
Huang, Can; Shen, Jie Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise. (English) Zbl 1522.65231 Math. Comput. 92, No. 344, 2685-2713 (2023). MSC: 65N35 65E05 65N12 41A10 41A25 41A30 41A58 60H40 60H50 35B65 35R60 PDFBibTeX XMLCite \textit{C. Huang} and \textit{J. Shen}, Math. Comput. 92, No. 344, 2685--2713 (2023; Zbl 1522.65231) Full Text: DOI
Hamdi, Tarek; Demni, Nizar Summing free unitary Brownian motions with applications to quantum information. (English) Zbl 07724007 Lett. Math. Phys. 113, No. 4, Paper No. 80, 39 p. (2023). MSC: 81P16 15A21 60J65 51F25 47B36 81P45 41A58 81P42 PDFBibTeX XMLCite \textit{T. Hamdi} and \textit{N. Demni}, Lett. Math. Phys. 113, No. 4, Paper No. 80, 39 p. (2023; Zbl 07724007) Full Text: DOI arXiv
Yela, Alberto López; Míguez, Joaquín Polynomial propagation of moments in stochastic differential equations. (English) Zbl 1515.65035 SIAM J. Appl. Dyn. Syst. 22, No. 2, 1153-1181 (2023). MSC: 65C30 60H10 41A58 41A10 PDFBibTeX XMLCite \textit{A. L. Yela} and \textit{J. Míguez}, SIAM J. Appl. Dyn. Syst. 22, No. 2, 1153--1181 (2023; Zbl 1515.65035) Full Text: DOI arXiv
Shoom, Andrey A.; Gupta, Pawan K.; Krishnan, Badri; Nielsen, Alex B.; Capano, Collin D. Testing the post-Newtonian expansion with GW170817. (English) Zbl 1528.83017 Gen. Relativ. Gravitation 55, No. 4, Paper No. 55, 14 p. (2023). MSC: 83C35 60J95 70F05 41A58 83B05 85A15 60G35 83C25 70H45 PDFBibTeX XMLCite \textit{A. A. Shoom} et al., Gen. Relativ. Gravitation 55, No. 4, Paper No. 55, 14 p. (2023; Zbl 1528.83017) Full Text: DOI
Breden, Maxime A posteriori validation of generalized polynomial chaos expansions. (English) Zbl 07712414 SIAM J. Appl. Dyn. Syst. 22, No. 2, 765-801 (2023). MSC: 37M21 34F05 42C05 41A58 60H35 65P20 65P30 PDFBibTeX XMLCite \textit{M. Breden}, SIAM J. Appl. Dyn. Syst. 22, No. 2, 765--801 (2023; Zbl 07712414) Full Text: DOI arXiv
Laurent, Adrien; Munthe-Kaas, Hans Z. The universal equivariance properties of exotic aromatic B-series. arXiv:2305.10993 Preprint, arXiv:2305.10993 [math.NA] (2023). MSC: 15A72 37C81 41A58 60H35 65C30 BibTeX Cite \textit{A. Laurent} and \textit{H. Z. Munthe-Kaas}, ``The universal equivariance properties of exotic aromatic B-series'', Preprint, arXiv:2305.10993 [math.NA] (2023) Full Text: arXiv OA License
Ayache, Antoine; Hamonier, Julien; Loosveldt, Laurent Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence. arXiv:2303.05320 Preprint, arXiv:2303.05320 [math.PR] (2023). MSC: 60G18 42C40 41A58 BibTeX Cite \textit{A. Ayache} et al., ``Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence'', Preprint, arXiv:2303.05320 [math.PR] (2023) Full Text: arXiv OA License
Lyngaas, Isaac; Peterson, Janet S. Using radial basis function quadrature rules to solve nonlocal continuum models. (English) Zbl 07779671 Numer. Methods Partial Differ. Equations 38, No. 6, 1595-1617 (2022). MSC: 65M12 65D12 65D30 35R09 60K50 41A58 76D50 PDFBibTeX XMLCite \textit{I. Lyngaas} and \textit{J. S. Peterson}, Numer. Methods Partial Differ. Equations 38, No. 6, 1595--1617 (2022; Zbl 07779671) Full Text: DOI
Kaprálová-Žďánská, Petra Ruth Complex time method for quantum dynamics when an exceptional point is encircled in the parameter space. (English) Zbl 1500.81033 Ann. Phys. 443, Article ID 168939, 81 p. (2022). MSC: 81Q10 11G15 35B34 60J35 41A58 70H11 PDFBibTeX XMLCite \textit{P. R. Kaprálová-Žďánská}, Ann. Phys. 443, Article ID 168939, 81 p. (2022; Zbl 1500.81033) Full Text: DOI arXiv
Zayed, Elsayed M. E.; Shohib, Reham M. A.; Alngar, Mohamed E. M.; Biswas, Anjan; Moraru, Luminita; Khan, Salam; Yıldırım, Yakup; Alshehri, Hashim M.; Belic, Milivoj R. Dispersive optical solitons with Schrödinger-Hirota model having multiplicative white noise via Itô calculus. (English) Zbl 1498.81073 Phys. Lett., A 445, Article ID 128268, 7 p. (2022). MSC: 81Q05 35Q55 35C08 81V80 60H40 41A58 PDFBibTeX XMLCite \textit{E. M. E. Zayed} et al., Phys. Lett., A 445, Article ID 128268, 7 p. (2022; Zbl 1498.81073) Full Text: DOI
Nguyen, Oanh; Vu, Van Roots of random functions: a framework for local universality. (English) Zbl 1496.60012 Am. J. Math. 144, No. 1, 1-74 (2022). Reviewer: Zakhar Kabluchko (Münster) MSC: 60E05 26C10 30C15 60F05 PDFBibTeX XMLCite \textit{O. Nguyen} and \textit{V. Vu}, Am. J. Math. 144, No. 1, 1--74 (2022; Zbl 1496.60012) Full Text: DOI arXiv
Bruned, Yvain; Schratz, Katharina Resonance-based schemes for dispersive equations via decorated trees. (English) Zbl 1504.65168 Forum Math. Pi 10, Paper No. e2, 76 p. (2022). Reviewer: Michael Jung (Dresden) MSC: 65M06 60L70 65M12 65M15 16T05 41A58 42A38 05C05 35B34 35Q53 35Q55 35Q41 60L30 81R50 PDFBibTeX XMLCite \textit{Y. Bruned} and \textit{K. Schratz}, Forum Math. Pi 10, Paper No. e2, 76 p. (2022; Zbl 1504.65168) Full Text: DOI arXiv
Dupire, Bruno; Tissot-Daguette, Valentin Functional Expansions. arXiv:2212.13628 Preprint, arXiv:2212.13628 [q-fin.MF] (2022). MSC: 41A58 91G20 26E15 60L10 BibTeX Cite \textit{B. Dupire} and \textit{V. Tissot-Daguette}, ``Functional Expansions'', Preprint, arXiv:2212.13628 [q-fin.MF] (2022) Full Text: arXiv OA License
Kumar, Tejinder; Kumar, Chaman On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in \(\gamma\in\{n/2:n \in\mathbb{N}\}\)-order scheme. arXiv:2211.11657 Preprint, arXiv:2211.11657 [math.PR] (2022). MSC: 60H35 41A58 65C30 60H35 BibTeX Cite \textit{T. Kumar} and \textit{C. Kumar}, ``On It\^o-Taylor expansion for stochastic differential equations with Markovian switching and its application in $\gamma\in\{n/2:n \in\mathbb{N}\}$-order scheme'', Preprint, arXiv:2211.11657 [math.PR] (2022) Full Text: arXiv OA License
Bronasco, Eugen Exotic B-series and S-series: algebraic structures and order conditions for invariant measure sampling. arXiv:2209.11046 Preprint, arXiv:2209.11046 [math.NA] (2022). MSC: 60H35 37M25 65L06 41A58 05C05 BibTeX Cite \textit{E. Bronasco}, ``Exotic B-series and S-series: algebraic structures and order conditions for invariant measure sampling'', Preprint, arXiv:2209.11046 [math.NA] (2022) Full Text: arXiv OA License
Delarue, François; Salkeld, William Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths. arXiv:2203.01185 Preprint, arXiv:2203.01185 [math.PR] (2022). MSC: 60L30 41A58 60G07 46G05 BibTeX Cite \textit{F. Delarue} and \textit{W. Salkeld}, ``Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths'', Preprint, arXiv:2203.01185 [math.PR] (2022) Full Text: arXiv OA License
Lapolla, Alessio; Godec, Aljaž BetheSF V2: 3-point propagator and additional external potentials. (English) Zbl 1523.81221 Comput. Phys. Commun. 269, Article ID 108131, 2 p. (2021). MSC: 81V70 60J70 70B05 35P05 41A58 65N80 PDFBibTeX XMLCite \textit{A. Lapolla} and \textit{A. Godec}, Comput. Phys. Commun. 269, Article ID 108131, 2 p. (2021; Zbl 1523.81221) Full Text: DOI
Djordjević, Dušan D.; Milošević, Marija An approximate Taylor method for stochastic functional differential equations via polynomial condition. (English) Zbl 1524.60122 An. Științ. Univ. “Ovidius” Constanța, Ser. Mat. 29, No. 3, 105-133 (2021). MSC: 60H10 41A25 41A58 PDFBibTeX XMLCite \textit{D. D. Djordjević} and \textit{M. Milošević}, An. Științ. Univ. ``Ovidius'' Constanța, Ser. Mat. 29, No. 3, 105--133 (2021; Zbl 1524.60122) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 1492.60004 Differ. Uravn. Protsessy Upr. 2021, No. 4, 788 p. (2021). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 PDFBibTeX XML Full Text: Link Link
Kuehn, Christian; Lux, Kerstin Uncertainty quantification of bifurcations in random ordinary differential equations. (English) Zbl 1484.34142 SIAM J. Appl. Dyn. Syst. 20, No. 4, 2295-2334 (2021). MSC: 34F10 34C23 60H35 41A58 44A15 34C45 PDFBibTeX XMLCite \textit{C. Kuehn} and \textit{K. Lux}, SIAM J. Appl. Dyn. Syst. 20, No. 4, 2295--2334 (2021; Zbl 1484.34142) Full Text: DOI arXiv
Sgibnev, Mikhail Sergeyevich On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel. (English) Zbl 1485.45004 Sib. Èlektron. Mat. Izv. 18, No. 2, 1146-1152 (2021). Reviewer: Vladimir V. Kisil (Leeds) MSC: 45E10 45R05 60K05 41A58 PDFBibTeX XMLCite \textit{M. S. Sgibnev}, Sib. Èlektron. Mat. Izv. 18, No. 2, 1146--1152 (2021; Zbl 1485.45004) Full Text: DOI
Wan, Xiangwei; Yang, Nian Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps. (English) Zbl 1475.91364 J. Econ. Dyn. Control 125, Article ID 104083, 37 p. (2021). MSC: 91G20 41A58 60J74 PDFBibTeX XMLCite \textit{X. Wan} and \textit{N. Yang}, J. Econ. Dyn. Control 125, Article ID 104083, 37 p. (2021; Zbl 1475.91364) Full Text: DOI
Agahi, Hamzeh On Jensen’s gap by Taylor’s theorem. (English) Zbl 1476.60038 Math. Methods Appl. Sci. 44, No. 14, 11565-11570 (2021). MSC: 60E15 26D15 PDFBibTeX XMLCite \textit{H. Agahi}, Math. Methods Appl. Sci. 44, No. 14, 11565--11570 (2021; Zbl 1476.60038) Full Text: DOI
Zhao, Zheng; Karvonen, Toni; Hostettler, Roland; Särkkä, Simo Taylor moment expansion for continuous-discrete Gaussian filtering. (English) Zbl 1471.93269 IEEE Trans. Autom. Control 66, No. 9, 4460-4467 (2021). MSC: 93E11 60H10 41A58 PDFBibTeX XMLCite \textit{Z. Zhao} et al., IEEE Trans. Autom. Control 66, No. 9, 4460--4467 (2021; Zbl 1471.93269) Full Text: DOI
Bachi, Katia; Abbas, Karim; Heidergott, Bernd Statistical Taylor series expansion: an approach for epistemic uncertainty propagation in Markov reliability models. (English) Zbl 1472.60124 RAIRO, Oper. Res. 55, Suppl., S593-S624 (2021). MSC: 60J22 41A58 60K10 PDFBibTeX XMLCite \textit{K. Bachi} et al., RAIRO, Oper. Res. 55, S593--S624 (2021; Zbl 1472.60124) Full Text: DOI
Calles, Juan; Castiblanco, Lina; Noreña, Jorge; Stahl, Clément From matter to galaxies: general relativistic bias for the one-loop bispectrum. (English) Zbl 1492.85009 J. Cosmol. Astropart. Phys. 2020, No. 7, Paper No. 33, 37 p. (2020). MSC: 85A15 83F05 30D40 41A58 53C21 70S15 47A10 28C20 60G35 PDFBibTeX XMLCite \textit{J. Calles} et al., J. Cosmol. Astropart. Phys. 2020, No. 7, Paper No. 33, 37 p. (2020; Zbl 1492.85009) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich Strong approximation of iterated Ito and Stratonovich stochastic integrals based on generalized multiple Fourier series. Application to numerical solution of Ito SDEs and semilinear SPDEs. (English) Zbl 1456.65001 Differ. Uravn. Protsessy Upr. 2020, No. 4, 606 p. (2020). MSC: 65-02 60H05 60H10 65C30 65M75 PDFBibTeX XML Full Text: arXiv Link Link
Kuznetsov, D. F. Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion. (English. Russian original) Zbl 1469.65032 Comput. Math. Math. Phys. 60, No. 3, 379-389 (2020); translation from Zh. Vychisl. Mat. Mat. Fiz. 60, No. 3, 379-390 (2020). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Comput. Math. Math. Phys. 60, No. 3, 379--389 (2020; Zbl 1469.65032); translation from Zh. Vychisl. Mat. Mat. Fiz. 60, No. 3, 379--390 (2020) Full Text: DOI arXiv
Flasche, Hendrik; Kabluchko, Zakhar Expected number of real zeroes of random Taylor series. (English) Zbl 1451.30016 Commun. Contemp. Math. 22, No. 7, Article ID 1950059, 38 p. (2020). Reviewer: Olga M. Katkova (Boston) MSC: 30C15 30B20 26C10 60F99 60F17 60F05 60G15 PDFBibTeX XMLCite \textit{H. Flasche} and \textit{Z. Kabluchko}, Commun. Contemp. Math. 22, No. 7, Article ID 1950059, 38 p. (2020; Zbl 1451.30016) Full Text: DOI arXiv
Breden, Maxime; Kuehn, Christian Computing invariant sets of random differential equations using polynomial chaos. (English) Zbl 1441.37057 SIAM J. Appl. Dyn. Syst. 19, No. 1, 577-618 (2020). Reviewer: Carlo Laing (Auckland) MSC: 37H10 37H05 37M21 37M22 34F05 60H35 41A58 65C30 PDFBibTeX XMLCite \textit{M. Breden} and \textit{C. Kuehn}, SIAM J. Appl. Dyn. Syst. 19, No. 1, 577--618 (2020; Zbl 1441.37057) Full Text: DOI arXiv
Cohen, Samuel N.; Treetanthiploet, Tanut Asymptotic Randomised Control with applications to bandits. arXiv:2010.07252 Preprint, arXiv:2010.07252 [math.OC] (2020). MSC: 60J20 93E35 90C40 41A58 BibTeX Cite \textit{S. N. Cohen} and \textit{T. Treetanthiploet}, ``Asymptotic Randomised Control with applications to bandits'', Preprint, arXiv:2010.07252 [math.OC] (2020) Full Text: arXiv OA License
Du, Xinwei A series expansion method for solving the boundary value problem connected with the Helmholtz equation. (Chinese. English summary) Zbl 1449.65305 J. Nat. Sci. Heilongjiang Univ. 36, No. 5, 515-518 (2019). MSC: 65N20 65N21 35J05 35J20 60H50 41A58 PDFBibTeX XMLCite \textit{X. Du}, J. Nat. Sci. Heilongjiang Univ. 36, No. 5, 515--518 (2019; Zbl 1449.65305) Full Text: DOI
Fiems, Dieter; De Turck, Koen Taylor-series approximations for queues with arrival correlation. (English) Zbl 1460.90069 Appl. Math. Modelling 69, 113-126 (2019). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{D. Fiems} and \textit{K. De Turck}, Appl. Math. Modelling 69, 113--126 (2019; Zbl 1460.90069) Full Text: DOI
Dexter, Nick; Tran, Hoang; Webster, Clayton A mixed \(\ell_1\) regularization approach for sparse simultaneous approximation of parameterized PDEs. (English) Zbl 07167647 ESAIM, Math. Model. Numer. Anal. 53, No. 6, 2025-2045 (2019). MSC: 65C30 41A10 41A58 41A60 41A63 42B37 60H15 PDFBibTeX XMLCite \textit{N. Dexter} et al., ESAIM, Math. Model. Numer. Anal. 53, No. 6, 2025--2045 (2019; Zbl 07167647) Full Text: DOI arXiv
Kuznetsov, D. F. A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 07139676 Comput. Math. Math. Phys. 59, No. 8, 1236-1250 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 8, 1299-1313 (2019). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Comput. Math. Math. Phys. 59, No. 8, 1236--1250 (2019; Zbl 07139676); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 8, 1299--1313 (2019) Full Text: DOI arXiv
Hadadian Nejad Yousefi, Mohsen; Ghoreishi Najafabadi, Seyed Hossein; Tohidi, Emran A fast and efficient numerical approach for solving advection-diffusion equations by using hybrid functions. (English) Zbl 1438.80008 Comput. Appl. Math. 38, No. 4, Paper No. 171, 19 p. (2019). MSC: 80M22 60J60 65L20 41A58 65R20 35R09 45K05 33C45 PDFBibTeX XMLCite \textit{M. Hadadian Nejad Yousefi} et al., Comput. Appl. Math. 38, No. 4, Paper No. 171, 19 p. (2019; Zbl 1438.80008) Full Text: DOI
Soufit, Massinissa; Ouazine, Sofiane; Abbas, Karim Taylor series expansion approach for epistemic uncertainty propagation in queueing-inventory models. (English) Zbl 1406.60125 Math. Methods Appl. Sci. 41, No. 18, 9164-9175 (2018). MSC: 60K25 90B05 41A58 PDFBibTeX XMLCite \textit{M. Soufit} et al., Math. Methods Appl. Sci. 41, No. 18, 9164--9175 (2018; Zbl 1406.60125) Full Text: DOI
del Teso, Félix; Endal, Jørgen; Jakobsen, Espen R. Robust numerical methods for nonlocal (and local) equations of porous medium type. II: Schemes and experiments. (English) Zbl 1516.65066 SIAM J. Numer. Anal. 56, No. 6, 3611-3647 (2018). MSC: 65M06 35A01 35A02 35B30 35K65 35D30 35R09 35R11 65R20 76S05 60G51 41A58 35Q35 35Q79 PDFBibTeX XMLCite \textit{F. del Teso} et al., SIAM J. Numer. Anal. 56, No. 6, 3611--3647 (2018; Zbl 1516.65066) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002 Differ. Uravn. Protsessy Upr. 2018, No. 4, 1073 p., open access (2018). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDFBibTeX XML Full Text: Link
Kuznetsov, D. F. Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 1483.65016 Comput. Math. Math. Phys. 58, No. 7, 1058-1070 (2018); translation from Zh. Vychisl. Mat. Mat. Fiz. 58, No. 7 (2018). MSC: 65C30 60H05 60H10 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Comput. Math. Math. Phys. 58, No. 7, 1058--1070 (2018; Zbl 1483.65016); translation from Zh. Vychisl. Mat. Mat. Fiz. 58, No. 7 (2018) Full Text: DOI arXiv
Pogany, Tibor K.; Cordeiro, Gauss M.; Tahir, Muhammad H.; Srivastava, Hari M. Extension of generalized integro-exponential function and its application in study of Chen distribution. (English) Zbl 1499.33088 Appl. Anal. Discrete Math. 11, No. 2, 434-450 (2017). MSC: 33E20 41A58 60E05 PDFBibTeX XMLCite \textit{T. K. Pogany} et al., Appl. Anal. Discrete Math. 11, No. 2, 434--450 (2017; Zbl 1499.33088) Full Text: DOI
Roberts, A. J.; Bunder, J. E. Slowly varying, macroscale models emerge from microscale dynamics over multiscale domains. (English) Zbl 1486.82036 IMA J. Appl. Math. 82, No. 5, 971-1012 (2017). MSC: 82C41 82C31 35Q84 35A24 41A58 68W30 37D10 60G50 PDFBibTeX XMLCite \textit{A. J. Roberts} and \textit{J. E. Bunder}, IMA J. Appl. Math. 82, No. 5, 971--1012 (2017; Zbl 1486.82036) Full Text: DOI arXiv
Zhu, Yueying; Wang, Qiuping Alexandre; Li, Wei; Cai, Xu An analytic method for sensitivity analysis of complex systems. (English) Zbl 1400.93072 Physica A 469, 52-59 (2017). MSC: 93B35 60E05 PDFBibTeX XMLCite \textit{Y. Zhu} et al., Physica A 469, 52--59 (2017; Zbl 1400.93072) Full Text: DOI arXiv
Benkhelifa, Lazhar The Marshall-Olkin extended generalized Lindley distribution: properties and applications. (English) Zbl 1390.60053 Commun. Stat., Simulation Comput. 46, No. 10, 8306-8330 (2017). MSC: 60E05 62E15 62F10 33B15 33F05 41A58 PDFBibTeX XMLCite \textit{L. Benkhelifa}, Commun. Stat., Simulation Comput. 46, No. 10, 8306--8330 (2017; Zbl 1390.60053) Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Discrete random vectors generated by Taylor expansions. (English) Zbl 1377.65004 Commun. Stat., Theory Methods 46, No. 18, 9137-9149 (2017). MSC: 65C10 60E05 41A58 PDFBibTeX XMLCite \textit{C. S. Withers} and \textit{S. Nadarajah}, Commun. Stat., Theory Methods 46, No. 18, 9137--9149 (2017; Zbl 1377.65004) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004 Differ. Uravn. Protsessy Upr. 2017, No. 2, 1000 p., open access (2017). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab (Russian). 5th edition. St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet (2017; Zbl 1368.60004) Full Text: Link
Reed, Josh; Zhang, Bo Managing capacity and inventory jointly for multi-server make-to-stock queues. (English) Zbl 1370.60180 Queueing Syst. 86, No. 1-2, 61-94 (2017). MSC: 60K25 60J60 90B22 90B05 90B30 68M20 34E05 41A58 PDFBibTeX XMLCite \textit{J. Reed} and \textit{B. Zhang}, Queueing Syst. 86, No. 1--2, 61--94 (2017; Zbl 1370.60180) Full Text: DOI
Takhedmit, Baya; Abbas, Karim A parametric uncertainty analysis method for queues with vacations. (English) Zbl 1351.65008 J. Comput. Appl. Math. 312, 143-155 (2017). MSC: 65C50 60K25 PDFBibTeX XMLCite \textit{B. Takhedmit} and \textit{K. Abbas}, J. Comput. Appl. Math. 312, 143--155 (2017; Zbl 1351.65008) Full Text: DOI
Ouazine, Sofiane; Abbas, Karim Development of computational algorithm for multiserver queue with renewal input and synchronous vacation. (English) Zbl 1446.90024 Appl. Math. Modelling 40, No. 2, 1137-1156 (2016). MSC: 90-10 90B22 60K25 90-08 PDFBibTeX XMLCite \textit{S. Ouazine} and \textit{K. Abbas}, Appl. Math. Modelling 40, No. 2, 1137--1156 (2016; Zbl 1446.90024) Full Text: DOI
Foerster, Andrew; Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao Perturbation methods for Markov-switching dynamic stochastic general equilibrium models. (English) Zbl 1395.91305 Quant. Econ. 7, No. 2, 637-669 (2016). MSC: 91B51 60J20 PDFBibTeX XMLCite \textit{A. Foerster} et al., Quant. Econ. 7, No. 2, 637--669 (2016; Zbl 1395.91305) Full Text: DOI
Phung-Duc, Tuan Asymptotic analysis for Markovian queues with two types of nonpersistent retrial customers. (English) Zbl 1410.90056 Appl. Math. Comput. 265, 768-784 (2015). MSC: 90B22 60K25 68M20 PDFBibTeX XMLCite \textit{T. Phung-Duc}, Appl. Math. Comput. 265, 768--784 (2015; Zbl 1410.90056) Full Text: DOI arXiv
Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frédéric; Wiese, Anke Flows and stochastic Taylor series in Itô calculus. (English) Zbl 1416.60058 J. Phys. A, Math. Theor. 48, No. 49, Article ID 495202, 17 p. (2015). MSC: 60H05 60H10 PDFBibTeX XMLCite \textit{K. Ebrahimi-Fard} et al., J. Phys. A, Math. Theor. 48, No. 49, Article ID 495202, 17 p. (2015; Zbl 1416.60058) Full Text: DOI arXiv
Benothman, Lamia; Trabelsi, Faouzi Error analysis of asymptotic option prices in a jump-diffusion model. (English) Zbl 1312.91085 Int. J. Math. Model. Numer. Optim. 5, No. 3, 171-190 (2014). MSC: 91G20 60G51 60J75 41A58 PDFBibTeX XMLCite \textit{L. Benothman} and \textit{F. Trabelsi}, Int. J. Math. Model. Numer. Optim. 5, No. 3, 171--190 (2014; Zbl 1312.91085) Full Text: DOI
Bonizzoni, Francesca; Nobile, Fabio Perturbation analysis for the Darcy problem with log-normal permeability. (English) Zbl 1311.76130 SIAM/ASA J. Uncertain. Quantif. 2, 223-244 (2014). MSC: 76S05 35B20 35R60 41A58 60H25 65C20 65N15 PDFBibTeX XMLCite \textit{F. Bonizzoni} and \textit{F. Nobile}, SIAM/ASA J. Uncertain. Quantif. 2, 223--244 (2014; Zbl 1311.76130) Full Text: DOI Link
Litterer, Christian; Oberhauser, Harald On a Chen-Fliess approximation for diffusion functionals. (English) Zbl 1329.60185 Monatsh. Math. 175, No. 4, 577-593 (2014). MSC: 60H10 60J60 60F17 47A60 34H99 46T20 PDFBibTeX XMLCite \textit{C. Litterer} and \textit{H. Oberhauser}, Monatsh. Math. 175, No. 4, 577--593 (2014; Zbl 1329.60185) Full Text: DOI arXiv
Goh, Segun; Kwon, H. W.; Choi, M. Y. Discriminating between Weibull distributions and log-normal distributions emerging in branching processes. (English) Zbl 1293.35008 J. Phys. A, Math. Theor. 47, No. 22, Article ID 225101, 11 p. (2014). MSC: 35A22 35B40 35C10 41A58 60J80 65R10 PDFBibTeX XMLCite \textit{S. Goh} et al., J. Phys. A, Math. Theor. 47, No. 22, Article ID 225101, 11 p. (2014; Zbl 1293.35008) Full Text: DOI
Karlova, Andrea On Distribution of Product of Stable Laws. arXiv:1412.2809 Preprint, arXiv:1412.2809 [math.PR] (2014). MSC: 60E07 41A58 41A80 BibTeX Cite \textit{A. Karlova}, ``On Distribution of Product of Stable Laws'', Preprint, arXiv:1412.2809 [math.PR] (2014) Full Text: arXiv OA License
Wang, Weifeng; Liu, Bin Second-order Taylor expansion for backward doubly stochastic control system. (English) Zbl 1480.93449 Int. J. Control 86, No. 5, 942-952 (2013). MSC: 93E20 60H15 41A58 PDFBibTeX XMLCite \textit{W. Wang} and \textit{B. Liu}, Int. J. Control 86, No. 5, 942--952 (2013; Zbl 1480.93449) Full Text: DOI
Venturi, D.; Wan, X.; Mikulevicius, R.; Rozovskii, B. L.; Karniadakis, G. E. Wick-Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations. (English) Zbl 1371.60108 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 469, No. 2158, Article ID 20130001, 20 p. (2013). MSC: 60H15 60H07 60H40 41A58 PDFBibTeX XMLCite \textit{D. Venturi} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 469, No. 2158, Article ID 20130001, 20 p. (2013; Zbl 1371.60108) Full Text: DOI
Hu, Yaozhong Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions. (English) Zbl 1303.60047 Stochastics 85, No. 5, 859-916 (2013). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60H10 60H05 60G22 26A33 60H07 26A42 34A34 34G20 41A58 60H30 93C15 PDFBibTeX XMLCite \textit{Y. Hu}, Stochastics 85, No. 5, 859--916 (2013; Zbl 1303.60047) Full Text: DOI
Liu, Weiguo; Liu, Xinmei A Taylor approximation method of stochastic integro-differential equations. (English) Zbl 1289.60102 Ann. Differ. Equations 29, No. 2, 167-176 (2013). MSC: 60H10 60H20 34K50 41A58 PDFBibTeX XMLCite \textit{W. Liu} and \textit{X. Liu}, Ann. Differ. Equations 29, No. 2, 167--176 (2013; Zbl 1289.60102)
Ouazine, Sofiane; Abbas, Karim; Heidergott, Bernd The Taylor series expansions for performance functions of queues: sensitivity analysis. (English) Zbl 1390.60335 Dudin, Alexander (ed.) et al., Analytical and stochastic modeling techniques and applications. 20th international conference, ASMTA 2013, Ghent, Belgium, July 8–10, 2013. Proceedings. Berlin: Springer (ISBN 978-3-642-39407-2/pbk). Lecture Notes in Computer Science 7984, 1-11 (2013). MSC: 60K25 PDFBibTeX XMLCite \textit{S. Ouazine} et al., Lect. Notes Comput. Sci. 7984, 1--11 (2013; Zbl 1390.60335) Full Text: DOI
Preston, S. P.; Wood, Andrew T. A. Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions. (English) Zbl 1322.62214 Stat. Comput. 22, No. 1, 205-217 (2012). MSC: 62M10 60H10 PDFBibTeX XMLCite \textit{S. P. Preston} and \textit{A. T. A. Wood}, Stat. Comput. 22, No. 1, 205--217 (2012; Zbl 1322.62214) Full Text: DOI
Nishry, Alon Hole probability for entire functions represented by Gaussian Taylor series. (English) Zbl 1284.60111 J. Anal. Math. 118, No. 2, 493-507 (2012). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G99 30D10 PDFBibTeX XMLCite \textit{A. Nishry}, J. Anal. Math. 118, No. 2, 493--507 (2012; Zbl 1284.60111) Full Text: DOI arXiv
Hamana, Yuji The expected volume and surface area of the Wiener sausage in odd dimensions. (English) Zbl 1266.60143 Osaka J. Math. 49, No. 4, 853-868 (2012). MSC: 60J65 41A58 41A60 PDFBibTeX XMLCite \textit{Y. Hamana}, Osaka J. Math. 49, No. 4, 853--868 (2012; Zbl 1266.60143) Full Text: Euclid
Bhaskar, Anand; Kamm, John A.; Song, Yun S. Approximate sampling formulae for general finite-alleles models of mutation. (English) Zbl 1241.92053 Adv. Appl. Probab. 44, No. 2, 408-428 (2012). MSC: 92D15 65C50 60C05 92D10 41A58 PDFBibTeX XMLCite \textit{A. Bhaskar} et al., Adv. Appl. Probab. 44, No. 2, 408--428 (2012; Zbl 1241.92053) Full Text: DOI arXiv Euclid
Levy, Martin S.; Cochran, James J.; Golnabi, Saeed A moment preserving finitization across the power series family of probability distributions. (English) Zbl 1241.60008 Commun. Stat., Theory Methods 41, No. 4-6, 653-664 (2012). MSC: 60E05 62E17 PDFBibTeX XMLCite \textit{M. S. Levy} et al., Commun. Stat., Theory Methods 41, No. 4--6, 653--664 (2012; Zbl 1241.60008) Full Text: DOI
Jumarie, Guy Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy. (English) Zbl 1412.60059 Fract. Differ. Calc. 1, No. 1, 45-87 (2011). MSC: 60G22 60J65 26A33 PDFBibTeX XMLCite \textit{G. Jumarie}, Fract. Differ. Calc. 1, No. 1, 45--87 (2011; Zbl 1412.60059) Full Text: DOI
Shams, S. Maximum of second-order Taylor approximation of entropy. (English) Zbl 1255.94044 Appl. Math. Sci., Ruse 5, No. 61-64, 3191-3200 (2011). MSC: 94A17 41A58 60E99 PDFBibTeX XMLCite \textit{S. Shams}, Appl. Math. Sci., Ruse 5, No. 61--64, 3191--3200 (2011; Zbl 1255.94044) Full Text: Link
Spivey, Michael Z. Asymptotic moments of the bottleneck assignment problem. (English) Zbl 1243.90243 Math. Oper. Res. 36, No. 2, 205-226 (2011). MSC: 90C47 90C27 41A60 60C05 41A58 PDFBibTeX XMLCite \textit{M. Z. Spivey}, Math. Oper. Res. 36, No. 2, 205--226 (2011; Zbl 1243.90243) Full Text: DOI Link
Debrabant, Kristian; Kværnø, Anne B-series analysis of iterated Taylor methods. (English) Zbl 1234.65018 BIT 51, No. 3, 529-553 (2011). Reviewer: Jialin Hong (Beijing) MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{K. Debrabant} and \textit{A. Kværnø}, BIT 51, No. 3, 529--553 (2011; Zbl 1234.65018) Full Text: DOI arXiv
Xu, Shengqiang; Duan, Jinqiao A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions. (English) Zbl 1220.65007 Appl. Math. Comput. 217, No. 23, 9532-9542 (2011). MSC: 65C30 60H15 35R60 35C10 35Q56 60H35 35Q40 PDFBibTeX XMLCite \textit{S. Xu} and \textit{J. Duan}, Appl. Math. Comput. 217, No. 23, 9532--9542 (2011; Zbl 1220.65007) Full Text: DOI
Heidergott, Bernd; Leahu, Haralambie Weak differentiability of product measures. (English) Zbl 1228.60008 Math. Oper. Res. 35, No. 1, 27-51 (2010). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60A10 28A15 PDFBibTeX XMLCite \textit{B. Heidergott} and \textit{H. Leahu}, Math. Oper. Res. 35, No. 1, 27--51 (2010; Zbl 1228.60008) Full Text: DOI Link
Rößler, Andreas Stochastic Taylor expansions for functionals of diffusion processes. (English) Zbl 1208.60069 Stochastic Anal. Appl. 28, No. 3, 415-429 (2010). Reviewer: Jianing Zhang (Berlin) MSC: 60H35 41A58 65C30 60H10 60J60 PDFBibTeX XMLCite \textit{A. Rößler}, Stochastic Anal. Appl. 28, No. 3, 415--429 (2010; Zbl 1208.60069) Full Text: DOI arXiv
Liang, Jin-Rong; Wang, Jun; Zhang, Wen-Jun; Qiu, Wei-Yuan; Ren, Fu-Yao Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\). (English) Zbl 1189.91210 Appl. Math. Lett. 23, No. 8, 859-863 (2010). MSC: 91G20 60H10 60J70 PDFBibTeX XMLCite \textit{J.-R. Liang} et al., Appl. Math. Lett. 23, No. 8, 859--863 (2010; Zbl 1189.91210) Full Text: DOI
Jentzen, Arnulf; Kloeden, Peter Taylor expansions of solutions of stochastic partial differential equations with additive noise. (English) Zbl 1220.35202 Ann. Probab. 38, No. 2, 532-569 (2010). Reviewer: Maria Christina Mariani (El Paso) MSC: 35R60 35K90 41A58 60H15 65C30 65M99 PDFBibTeX XMLCite \textit{A. Jentzen} and \textit{P. Kloeden}, Ann. Probab. 38, No. 2, 532--569 (2010; Zbl 1220.35202) Full Text: DOI arXiv
Jumarie, Guy Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space. (English) Zbl 1184.93067 J. Appl. Math. Comput. 32, No. 2, 329-351 (2010). MSC: 93C10 26A33 60J65 93B18 93D30 PDFBibTeX XMLCite \textit{G. Jumarie}, J. Appl. Math. Comput. 32, No. 2, 329--351 (2010; Zbl 1184.93067) Full Text: DOI
Debrabant, Kristian; Kværnø, Anne Stochastic Taylor expansions: Weight functions of B-series expressed as multiple integrals. (English) Zbl 1188.65005 Stochastic Anal. Appl. 28, No. 2, 293-302 (2010). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{K. Debrabant} and \textit{A. Kværnø}, Stochastic Anal. Appl. 28, No. 2, 293--302 (2010; Zbl 1188.65005) Full Text: DOI
Jumarie, Guy An approach via fractional analysis to non-linearity induced by coarse-graining in space. (English) Zbl 1195.37054 Nonlinear Anal., Real World Appl. 11, No. 1, 535-546 (2010). Reviewer: Fuhua Ling (Milpitas) MSC: 37L99 60J65 60H40 PDFBibTeX XMLCite \textit{G. Jumarie}, Nonlinear Anal., Real World Appl. 11, No. 1, 535--546 (2010; Zbl 1195.37054) Full Text: DOI
Weba, M. A quantitative weak law of large numbers and its application to the delta method. (English) Zbl 1282.62050 Math. Methods Stat. 18, No. 1, 84-95 (2009). MSC: 62F12 62G20 60F25 41A58 PDFBibTeX XMLCite \textit{M. Weba}, Math. Methods Stat. 18, No. 1, 84--95 (2009; Zbl 1282.62050) Full Text: DOI
Schack, Helga An optimal wavelet series expansion of the Riemann-Liouville process. (English) Zbl 1182.60015 J. Theor. Probab. 22, No. 4, 1030-1057 (2009). MSC: 60G15 41A58 60G18 41A25 42C40 PDFBibTeX XMLCite \textit{H. Schack}, J. Theor. Probab. 22, No. 4, 1030--1057 (2009; Zbl 1182.60015) Full Text: DOI
Liu, R. H. Analytical approximation method of option pricing under geometric mean-reverting process. (English) Zbl 1163.91413 Int. J. Comput. Math. 86, No. 6, 1082-1092 (2009). MSC: 91G20 41A58 60-08 65C20 91G60 PDFBibTeX XMLCite \textit{R. H. Liu}, Int. J. Comput. Math. 86, No. 6, 1082--1092 (2009; Zbl 1163.91413) Full Text: DOI
Motoyama, Hitoshi; Takahashi, Hajime Smoothed versions of statistical functionals from a finite population. (English) Zbl 1248.60032 J. Jpn. Stat. Soc. 38, No. 3, 475-504 (2008). MSC: 60F05 62D05 62G20 PDFBibTeX XMLCite \textit{H. Motoyama} and \textit{H. Takahashi}, J. Jpn. Stat. Soc. 38, No. 3, 475--504 (2008; Zbl 1248.60032) Full Text: DOI Link
Jumarie, Guy From self-similarity to fractional derivative of non-differentiable functions via Mittag-Leffler function. (English) Zbl 1175.26012 Appl. Math. Sci., Ruse 2, No. 37-40, 1949-1962 (2008). Reviewer: Radu Păltănea (Braşov) MSC: 26A33 41A58 60G18 PDFBibTeX XMLCite \textit{G. Jumarie}, Appl. Math. Sci., Ruse 2, No. 37--40, 1949--1962 (2008; Zbl 1175.26012) Full Text: Link
Abramov, Vyacheslav M. The effective bandwidth problem revisited. (English) Zbl 1153.60390 Stoch. Models 24, No. 4, 527-557 (2008). MSC: 60K25 60K30 90B18 60H30 41A58 41A60 40E05 PDFBibTeX XMLCite \textit{V. M. Abramov}, Stoch. Models 24, No. 4, 527--557 (2008; Zbl 1153.60390) Full Text: DOI arXiv
Jiang, Hui Moderate deviation in colored random graphs. (Chinese. English summary) Zbl 1164.05454 J. Math., Wuhan Univ. 28, No. 1, 77-80 (2008). MSC: 05C80 05C15 60F15 PDFBibTeX XMLCite \textit{H. Jiang}, J. Math., Wuhan Univ. 28, No. 1, 77--80 (2008; Zbl 1164.05454)
Chen, Naihui The expansion of trigonometric polynomial series for conditional mathematical expectation and function of random variable. (Chinese. English summary) Zbl 1150.60309 J. Sichuan Norm. Univ., Nat. Sci. 30, No. 5, 551-555 (2007). MSC: 60B11 41A58 PDFBibTeX XMLCite \textit{N. Chen}, J. Sichuan Norm. Univ., Nat. Sci. 30, No. 5, 551--555 (2007; Zbl 1150.60309)
He, Zonglu A new class of nonlinear integrated models. (English) Zbl 1151.62344 Far East J. Theor. Stat. 23, No. 1, 31-50 (2007). MSC: 62M10 62P20 60H30 91B84 41A58 PDFBibTeX XMLCite \textit{Z. He}, Far East J. Theor. Stat. 23, No. 1, 31--50 (2007; Zbl 1151.62344) Full Text: Link
Willink, R. What can be said about the remainder in a divergent series. (English) Zbl 1137.41003 Math. Sci. 32, No. 2, 83-87 (2007). MSC: 41A80 40A25 41A58 41A60 60E99 PDFBibTeX XMLCite \textit{R. Willink}, Math. Sci. 32, No. 2, 83--87 (2007; Zbl 1137.41003)
Jumarie, Guy Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function. (English) Zbl 1111.49014 J. Appl. Math. Comput. 23, No. 1-2, 215-228 (2007). MSC: 49K15 90C39 60G18 49L20 49K20 PDFBibTeX XMLCite \textit{G. Jumarie}, J. Appl. Math. Comput. 23, No. 1--2, 215--228 (2007; Zbl 1111.49014) Full Text: DOI
Jammalamadaka, S. Rao; Rao, T. Subba; Terdik, György Higher order cumulants of random vectors and applications to statistical inference and time series. (English) Zbl 1193.62097 Sankhyā 68, No. 2, 326-356 (2006). MSC: 62H12 62M10 62E20 60E10 26B99 PDFBibTeX XMLCite \textit{S. R. Jammalamadaka} et al., Sankhyā 68, No. 2, 326--356 (2006; Zbl 1193.62097)
Jumarie, Guy New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations. (English) Zbl 1130.92043 Math. Comput. Modelling 44, No. 3-4, 231-254 (2006). MSC: 92D25 60J85 93E20 60J65 92B05 PDFBibTeX XMLCite \textit{G. Jumarie}, Math. Comput. Modelling 44, No. 3--4, 231--254 (2006; Zbl 1130.92043) Full Text: DOI
Jumarie, Guy On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion. (English) Zbl 1075.60068 Appl. Math. Lett. 18, No. 7, 817-826 (2005). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H10 60H05 60G18 PDFBibTeX XMLCite \textit{G. Jumarie}, Appl. Math. Lett. 18, No. 7, 817--826 (2005; Zbl 1075.60068) Full Text: DOI
Jumarie, Guy On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\). (English) Zbl 1082.60029 Appl. Math. Lett. 18, No. 7, 739-748 (2005). MSC: 60G15 PDFBibTeX XMLCite \textit{G. Jumarie}, Appl. Math. Lett. 18, No. 7, 739--748 (2005; Zbl 1082.60029) Full Text: DOI
Pipiras, Vladas Wavelet-based simulation of fractional Brownian motion revisited. (English) Zbl 1074.60048 Appl. Comput. Harmon. Anal. 19, No. 1, 49-60 (2005). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G15 41A58 60F15 PDFBibTeX XMLCite \textit{V. Pipiras}, Appl. Comput. Harmon. Anal. 19, No. 1, 49--60 (2005; Zbl 1074.60048) Full Text: DOI
Pipiras, Vladas Wavelet-type expansion of the Rosenblatt process. (English) Zbl 1075.60032 J. Fourier Anal. Appl. 10, No. 6, 599-634 (2004). Reviewer: Yimin Xiao (East Lansing) MSC: 60G18 41A58 60F15 PDFBibTeX XMLCite \textit{V. Pipiras}, J. Fourier Anal. Appl. 10, No. 6, 599--634 (2004; Zbl 1075.60032) Full Text: DOI
Rößler, Andreas Stochastic Taylor expansions for the expectation of functionals of diffusion processes. (English) Zbl 1065.60068 Stochastic Anal. Appl. 22, No. 6, 1553-1576 (2004). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H10 65C30 60J60 41A58 PDFBibTeX XMLCite \textit{A. Rößler}, Stochastic Anal. Appl. 22, No. 6, 1553--1576 (2004; Zbl 1065.60068) Full Text: DOI arXiv
Burrage, K.; Burrage, P. M.; Tian, T. Numerical methods for strong solutions of stochastic differential equations: An overview. (English) Zbl 1048.65004 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 460, No. 2041, 373-402 (2004). MSC: 65C30 60H10 60H35 34F05 65L06 PDFBibTeX XMLCite \textit{K. Burrage} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 460, No. 2041, 373--402 (2004; Zbl 1048.65004) Full Text: DOI