Pages that link to "Item:Q2953948"

The following pages link to An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948):

Displaying 30 items.

• Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
• Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
• On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
• Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779) (← links)
• Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
• The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model (Q2122043) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• The numerical approximation to a stochastic age-structured HIV/AIDS model with nonlinear incidence rates (Q2160302) (← links)
• The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
• Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
• Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105) (← links)
• $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
• Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models (Q6111898) (← links)
• Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations (Q6145205) (← links)
• Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
• Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)