A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478): Difference between revisions

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+Strong order one convergence of a drift implicit Euler scheme: application to the CIR process
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+Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
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+Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
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+An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process
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+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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+On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
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+A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
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+Loss of regularity for Kolmogorov equations
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+Optimal strong approximation of the one-dimensional squared Bessel process
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+Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Adaptive Multilevel Monte Carlo Simulation
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+Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
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+Q4866235
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+On stochastic differential equations with arbitrary slow convergence rates for strong approximation
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+An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
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+A numerical method for SDEs with discontinuous drift
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+A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift
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+Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
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+Continuous Markov processes and stochastic equations
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+Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
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+The optimal uniform approximation of systems of stochastic differential equations
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+Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
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+First order strong approximations of scalar SDEs defined in a domain
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+Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
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+Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise
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+A note on tamed Euler approximations
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+A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
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+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
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+On non-polynomial lower error bounds for adaptive strong approximation of SDEs
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