Pages that link to "Item:Q1431539"
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The following pages link to Geometric ergodicity of discrete-time approximations to multivariate diffusions (Q1431539):
Displaying 10 items.
- Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
- Monte Carlo fusion (Q4968517) (← links)
- (Q5159403) (← links)