Pages that link to "Item:Q1038968"
From MaRDI portal
The following pages link to On mean numbers of passage times in small balls of discretized Itô processes (Q1038968):
Displayed 3 items.
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients (Q5497098) (← links)