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
Krieg, David; Vybíral, Jan New lower bounds for the integration of periodic functions. (English) Zbl 1521.65020 J. Fourier Anal. Appl. 29, No. 4, Paper No. 41, 26 p. (2023). MSC: 65D30 65D32 41A55 42A75 PDFBibTeX XMLCite \textit{D. Krieg} and \textit{J. Vybíral}, J. Fourier Anal. Appl. 29, No. 4, Paper No. 41, 26 p. (2023; Zbl 1521.65020) Full Text: DOI arXiv
Komori, Yoshio; Yang, Guoguo; Burrage, Kevin Formulae for mixed moments of Wiener processes and a stochastic area integral. (English) Zbl 1515.60199 SIAM J. Numer. Anal. 61, No. 4, 1716-1736 (2023). MSC: 60H10 60H30 65C30 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Numer. Anal. 61, No. 4, 1716--1736 (2023; Zbl 1515.60199) Full Text: DOI arXiv
Jin, Shi; Li, Lei; Ye, Xuda; Zhou, Zhennan Ergodicity and long-time behavior of the random batch method for interacting particle systems. (English) Zbl 1521.37097 Math. Models Methods Appl. Sci. 33, No. 1, 67-102 (2023). MSC: 37M25 37M05 37A60 60K35 65C20 82C22 PDFBibTeX XMLCite \textit{S. Jin} et al., Math. Models Methods Appl. Sci. 33, No. 1, 67--102 (2023; Zbl 1521.37097) Full Text: DOI arXiv
Kelly, Cónall; Lord, Gabriel J.; Sun, Fandi Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients. (English) Zbl 07692055 BIT 63, No. 2, Paper No. 33, 37 p. (2023). MSC: 60H35 65C30 60H10 PDFBibTeX XMLCite \textit{C. Kelly} et al., BIT 63, No. 2, Paper No. 33, 37 p. (2023; Zbl 07692055) Full Text: DOI arXiv
Kastner, Felix; Rößler, Andreas An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. (English) Zbl 07676509 Numer. Algorithms 93, No. 1, 27-66 (2023). MSC: 65-XX PDFBibTeX XMLCite \textit{F. Kastner} and \textit{A. Rößler}, Numer. Algorithms 93, No. 1, 27--66 (2023; Zbl 07676509) Full Text: DOI arXiv
De Ryck, Tim; Mishra, Siddhartha Error analysis for physics-informed neural networks (PINNs) approximating Kolmogorov PDEs. (English) Zbl 1502.65170 Adv. Comput. Math. 48, No. 6, Paper No. 79, 40 p. (2022). MSC: 65M99 68T07 65M15 35K55 35K05 91G20 35Q53 PDFBibTeX XMLCite \textit{T. De Ryck} and \textit{S. Mishra}, Adv. Comput. Math. 48, No. 6, Paper No. 79, 40 p. (2022; Zbl 1502.65170) Full Text: DOI arXiv
Ascione, Giacomo; Cuomo, Salvatore A sojourn-based approach to semi-Markov reinforcement learning. (English) Zbl 1489.65019 J. Sci. Comput. 92, No. 2, Paper No. 36, 44 p. (2022). MSC: 65C40 68T07 90C39 90C40 PDFBibTeX XMLCite \textit{G. Ascione} and \textit{S. Cuomo}, J. Sci. Comput. 92, No. 2, Paper No. 36, 44 p. (2022; Zbl 1489.65019) Full Text: DOI arXiv
Hinrichs, Aicke; Krieg, David; Novak, Erich; Vybíral, Jan Lower bounds for integration and recovery in \(L_2\). (English) Zbl 1492.65033 J. Complexity 72, Article ID 101662, 15 p. (2022). MSC: 65D05 65D30 41A25 46E22 46E35 PDFBibTeX XMLCite \textit{A. Hinrichs} et al., J. Complexity 72, Article ID 101662, 15 p. (2022; Zbl 1492.65033) Full Text: DOI arXiv
Soize, Christian Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints. (English) Zbl 1507.65022 Comput. Methods Appl. Mech. Eng. 395, Article ID 115078, 34 p. (2022). MSC: 65C20 62-08 PDFBibTeX XMLCite \textit{C. Soize}, Comput. Methods Appl. Mech. Eng. 395, Article ID 115078, 34 p. (2022; Zbl 1507.65022) Full Text: DOI arXiv
Souza de Cursi, Eduardo Uncertainty quantification in game theory. (English) Zbl 1498.91065 Chaos Solitons Fractals 143, Article ID 110558, 13 p. (2021). MSC: 91A22 37L55 65C20 PDFBibTeX XMLCite \textit{E. Souza de Cursi}, Chaos Solitons Fractals 143, Article ID 110558, 13 p. (2021; Zbl 1498.91065) 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
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations. (English) Zbl 1469.60243 SIAM Rev. 63, No. 1, 3-64 (2021). MSC: 60J27 60J22 65C40 90C05 90C90 PDFBibTeX XMLCite \textit{J. Kuntz} et al., SIAM Rev. 63, No. 1, 3--64 (2021; Zbl 1469.60243) Full Text: DOI arXiv
Zheng, Minling; Liu, Fawang; Jin, Zhengmeng The global analysis on the spectral collocation method for time fractional Schrödinger equation. (English) Zbl 1433.65248 Appl. Math. Comput. 365, Article ID 124689, 15 p. (2020). MSC: 65M70 35R11 81Q65 PDFBibTeX XMLCite \textit{M. Zheng} et al., Appl. Math. Comput. 365, Article ID 124689, 15 p. (2020; Zbl 1433.65248) Full Text: DOI
Kuznetsov, Dmitriĭ Feliksovich Approximation of iterated Ito stochastic integrals of the second multiplicity based on the Wiener process expansion using Legendre polynomials and trigonometric functions. (Russian. English summary) Zbl 07189588 Differ. Uravn. Protsessy Upr. 2019, No. 4, 32-52 (2019). MSC: 60H05 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2019, No. 4, 32--52 (2019; Zbl 07189588) Full Text: Link
McCoy, Timothy M.; Peterson, Chris; Sommese, Andrew J. Numerical irreducible decomposition over a number field. (English) Zbl 1408.14194 J. Algebra Appl. 17, No. 10, Article ID 1850195, 12 p. (2018). Reviewer: Sonia Pérez Díaz (Madrid) MSC: 14Q99 65H20 65H10 68W30 26C10 PDFBibTeX XMLCite \textit{T. M. McCoy} et al., J. Algebra Appl. 17, No. 10, Article ID 1850195, 12 p. (2018; Zbl 1408.14194) Full Text: DOI
Le Caër, G. Circumspheres of sets of \(n + 1\) random points in the \(d\)-dimensional Euclidean unit ball \((1 \leq n \leq d)\). (English) Zbl 1364.60020 J. Math. Phys. 58, No. 5, 053301, 29 p. (2017). MSC: 60D05 52A22 60G55 62M30 65C05 PDFBibTeX XMLCite \textit{G. Le Caër}, J. Math. Phys. 58, No. 5, 053301, 29 p. (2017; Zbl 1364.60020) Full Text: DOI arXiv
Griebel, Michael; Kuo, Frances Y.; Sloan, Ian H. The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth. (English) Zbl 1365.41021 Math. Comput. 86, No. 306, 1855-1876 (2017). Reviewer: Martin D. Buhmann (Gießen) MSC: 41A63 41A99 65D30 PDFBibTeX XMLCite \textit{M. Griebel} et al., Math. Comput. 86, No. 306, 1855--1876 (2017; Zbl 1365.41021) Full Text: DOI
Panaretos, Victor M.; Tavakoli, Shahin Fourier analysis of stationary time series in function space. (English) Zbl 1267.62094 Ann. Stat. 41, No. 2, 568-603 (2013). MSC: 62M15 65T50 62M10 60F05 PDFBibTeX XMLCite \textit{V. M. Panaretos} and \textit{S. Tavakoli}, Ann. Stat. 41, No. 2, 568--603 (2013; Zbl 1267.62094) Full Text: DOI arXiv Euclid
Trappmann, Henryk; Kouznetsov, Dmitrii Computation of the two regular super-exponentials to base \(\mathrm{exp}(1/e)\). (English) Zbl 1291.30162 Math. Comput. 81, No. 280, 2207-2227 (2012). MSC: 30D05 30A99 33F99 65Q20 PDFBibTeX XMLCite \textit{H. Trappmann} and \textit{D. Kouznetsov}, Math. Comput. 81, No. 280, 2207--2227 (2012; Zbl 1291.30162) Full Text: DOI arXiv
Peters, Gareth W.; Sisson, Scott A.; Fan, Yanan Likelihood-free Bayesian inference for \(\alpha\)-stable models. (English) Zbl 1255.62071 Comput. Stat. Data Anal. 56, No. 11, 3743-3756 (2012). MSC: 62F15 62P05 65C60 PDFBibTeX XMLCite \textit{G. W. Peters} et al., Comput. Stat. Data Anal. 56, No. 11, 3743--3756 (2012; Zbl 1255.62071) Full Text: DOI arXiv
Roy, Shongkour; Adnan, Mian Arif Shams Wrapped weighted exponential distributions. (English) Zbl 1229.62070 Stat. Probab. Lett. 82, No. 1, 77-83 (2012). MSC: 62H11 62E10 62F10 62H05 65C60 PDFBibTeX XMLCite \textit{S. Roy} and \textit{M. A. S. Adnan}, Stat. Probab. Lett. 82, No. 1, 77--83 (2012; Zbl 1229.62070) Full Text: DOI
Wolpert, Robert L.; Clyde, Merlise A.; Tu, Chong Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels. (English) Zbl 1227.62030 Ann. Stat. 39, No. 4, 1916-1962 (2011). MSC: 62G08 62M40 62F15 62G07 65C05 42C40 PDFBibTeX XMLCite \textit{R. L. Wolpert} et al., Ann. Stat. 39, No. 4, 1916--1962 (2011; Zbl 1227.62030) Full Text: DOI arXiv
Shafer, Glenn; Shen, Alexander; Vereshchagin, Nikolai; Vovk, Vladimir Test martingales, Bayes factors and \(p\)-values. (English) Zbl 1219.62050 Stat. Sci. 26, No. 1, 84-101 (2011). MSC: 62F15 60G44 62F03 65C60 PDFBibTeX XMLCite \textit{G. Shafer} et al., Stat. Sci. 26, No. 1, 84--101 (2011; Zbl 1219.62050) Full Text: DOI arXiv
Liu, Chunxu; Bathke, Arne C.; Harrar, Solomon W. A nonparametric version of Wilks’ lambda – asymptotic results and small sample approximations. (English) Zbl 1219.62079 Stat. Probab. Lett. 81, No. 10, 1502-1506 (2011). MSC: 62G10 62H15 65C60 62E20 PDFBibTeX XMLCite \textit{C. Liu} et al., Stat. Probab. Lett. 81, No. 10, 1502--1506 (2011; Zbl 1219.62079) Full Text: DOI
Bespalov, M. S. Discrete Chrestenson transform. (English. Russian original) Zbl 1238.65136 Probl. Inf. Transm. 46, No. 4, 353-375 (2010); translation from Probl. Peredachi Inf. 46, No. 4, 91-115 (2010). Reviewer: Manfred Tasche (Rostock) MSC: 65T50 94A11 PDFBibTeX XMLCite \textit{M. S. Bespalov}, Probl. Inf. Transm. 46, No. 4, 353--375 (2010; Zbl 1238.65136); translation from Probl. Peredachi Inf. 46, No. 4, 91--115 (2010) Full Text: DOI
Abdel-Rehim, E. A.; Gorenflo, R. Simulation of the continuous time random walk of the space-fractional diffusion equations. (English) Zbl 1153.65007 J. Comput. Appl. Math. 222, No. 2, 274-283 (2008). MSC: 65C30 26A33 45K05 60J60 60G50 60G15 60H15 60H35 PDFBibTeX XMLCite \textit{E. A. Abdel-Rehim} and \textit{R. Gorenflo}, J. Comput. Appl. Math. 222, No. 2, 274--283 (2008; Zbl 1153.65007) Full Text: DOI
Harrar, Solomon W.; Bathke, Arne C. Nonparametric methods for unbalanced multivariate data and many factor levels. (English) Zbl 1144.62031 J. Multivariate Anal. 99, No. 8, 1635-1664 (2008). MSC: 62G10 62G20 62E20 62H15 62J10 62K15 65C60 PDFBibTeX XMLCite \textit{S. W. Harrar} and \textit{A. C. Bathke}, J. Multivariate Anal. 99, No. 8, 1635--1664 (2008; Zbl 1144.62031) Full Text: DOI
Liu, Q.; Liu, Fawang; Turner, I.; Anh, V. Approximation of the Lévy-Feller advection-dispersion process by random walk and finite difference method. (English) Zbl 1112.65006 J. Comput. Phys. 222, No. 1, 57-70 (2007). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 35K50 60H30 65M06 65M12 60H15 26A33 60G50 PDFBibTeX XMLCite \textit{Q. Liu} et al., J. Comput. Phys. 222, No. 1, 57--70 (2007; Zbl 1112.65006) Full Text: DOI
Mittnik, S.; Paulauskas, V.; Rachev, S. T. Statistical inference in regression with heavy-tailed integrated variables. (English) Zbl 1003.62070 Math. Comput. Modelling 34, No. 9-11, 1145-1158 (2001). MSC: 62M10 62F12 62P05 62E20 65C05 PDFBibTeX XMLCite \textit{S. Mittnik} et al., Math. Comput. Modelling 34, No. 9--11, 1145--1158 (2001; Zbl 1003.62070) Full Text: DOI
Ravishanker, Nalini; Qiou, Zuqiang Monte Carlo EM estimation for multivariate stable distributions. (English) Zbl 0945.62059 Stat. Probab. Lett. 45, No. 4, 335-340 (1999). MSC: 62H12 65C05 65C60 PDFBibTeX XMLCite \textit{N. Ravishanker} and \textit{Z. Qiou}, Stat. Probab. Lett. 45, No. 4, 335--340 (1999; Zbl 0945.62059) Full Text: DOI
Mastrangelo, Michèle; Mastrangelo, Victor; Teuler, Jean-Marie Non-Gaussian distributions. (English) Zbl 0930.65004 Appl. Math. Comput. 101, No. 2-3, 99-124 (1999). Reviewer: N.Curteanu (Iaşi) MSC: 65C50 60J60 PDFBibTeX XMLCite \textit{M. Mastrangelo} et al., Appl. Math. Comput. 101, No. 2--3, 99--124 (1999; Zbl 0930.65004) Full Text: DOI
Mauthner, Susanne Step size control in the numerical solution of stochastic differential equations. (English) Zbl 0928.65015 J. Comput. Appl. Math. 100, No. 1, 93-109 (1998). Reviewer: E.Platen (Canberra) MSC: 65C30 60H10 34F05 65L06 65L50 PDFBibTeX XMLCite \textit{S. Mauthner}, J. Comput. Appl. Math. 100, No. 1, 93--109 (1998; Zbl 0928.65015) Full Text: DOI
Weron, Rafał On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. (English) Zbl 0856.60022 Stat. Probab. Lett. 28, No. 2, 165-171 (1996). Reviewer: S.M.Shkol’nik (Anapa) MSC: 60E07 65C10 PDFBibTeX XMLCite \textit{R. Weron}, Stat. Probab. Lett. 28, No. 2, 165--171 (1996; Zbl 0856.60022) Full Text: DOI
Wasilkowski, G. W. Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure. (English) Zbl 0770.41020 Bull. Am. Math. Soc., New Ser. 28, No. 2, 308-314 (1993). MSC: 41A50 41A55 41A63 65D15 65D30 PDFBibTeX XMLCite \textit{G. W. Wasilkowski}, Bull. Am. Math. Soc., New Ser. 28, No. 2, 308--314 (1993; Zbl 0770.41020) Full Text: DOI arXiv
Glendinning, R. H. The convex hull of a dependent vector-valued process. (English) Zbl 0800.62578 J. Stat. Comput. Simulation 38, No. 1-4, 219-237 (1991). MSC: 62M99 62P10 65C99 PDFBibTeX XMLCite \textit{R. H. Glendinning}, J. Stat. Comput. Simulation 38, No. 1--4, 219--237 (1991; Zbl 0800.62578) Full Text: DOI
Dubuc, Serge; Elqortobi, Abdelkader Approximations of fractal sets. (English) Zbl 0689.58027 J. Comput. Appl. Math. 29, No. 1, 79-89 (1990). Reviewer: A.Boyarsky MSC: 37D45 65S05 PDFBibTeX XMLCite \textit{S. Dubuc} and \textit{A. Elqortobi}, J. Comput. Appl. Math. 29, No. 1, 79--89 (1990; Zbl 0689.58027) Full Text: DOI
Wood, G. R. On computing the dispersion function. (English) Zbl 0629.65150 J. Optimization Theory Appl. 58, No. 2, 331-350 (1988). MSC: 65C99 65D20 60E15 60E05 PDFBibTeX XMLCite \textit{G. R. Wood}, J. Optim. Theory Appl. 58, No. 2, 331--350 (1988; Zbl 0629.65150) Full Text: DOI
Hald, Ole H. Approximation of Wiener integrals. (English) Zbl 0614.65149 J. Comput. Phys. 69, 460-470 (1987). Reviewer: O.Hadžić MSC: 65C99 65D32 60J65 28C20 PDFBibTeX XMLCite \textit{O. H. Hald}, J. Comput. Phys. 69, 460--470 (1987; Zbl 0614.65149) Full Text: DOI
Knuth, Donald E. An algorithm for Brownian zeroes. (English) Zbl 0528.60078 Computing 33, 89-94 (1984). MSC: 60J65 65C10 PDFBibTeX XMLCite \textit{D. E. Knuth}, Computing 33, 89--94 (1984; Zbl 0528.60078) Full Text: DOI
Helmes, K.; Schwane, A. Levy’s stochastic area formula in higher dimensions. (English) Zbl 0522.60082 J. Funct. Anal. 54, 177-192 (1983). MSC: 60J60 60J25 60J65 58J65 65H10 60H15 PDFBibTeX XMLCite \textit{K. Helmes} and \textit{A. Schwane}, J. Funct. Anal. 54, 177--192 (1983; Zbl 0522.60082) Full Text: DOI
Maurin, Jacques Towards a theory of chance - Part II. (English) Zbl 0445.62003 Inf. Sci. 18, 141-178 (1979). MSC: 62A01 65C10 60A05 PDFBibTeX XMLCite \textit{J. Maurin}, Inf. Sci. 18, 141--178 (1979; Zbl 0445.62003) Full Text: DOI
Chorin, Alexandre Joel Accurate evaluation of Wiener integrals. (English) Zbl 0256.65013 Math. Comput. 27, 1-15 (1973). MSC: 65D30 65R20 45E10 PDFBibTeX XMLCite \textit{A. J. Chorin}, Math. Comput. 27, 1--15 (1973; Zbl 0256.65013) Full Text: DOI