Pages that link to "Item:Q3813017"
From MaRDI portal
The following pages link to Euler Polygonal Lines for Itô Equations with Monotone Coefficients (Q3813017):
Displayed 6 items.
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations: revisited (Q2093296) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (Q2392001) (← links)