Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Soliton perturbations and the random Kepler problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A posteriori error estimation in finite element analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error Estimates for Adaptive Finite Element Computations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feedback and adaptive finite element solution of one-dimensional boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive finite element methods with convergence rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo Euler approximations of HJM term structure financial models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving Dirichlet problems numerically using the Feynman-Kac representation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive wavelet methods for elliptic operator equations: Convergence rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Monte Carlo Algorithms for Stopped Diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869639 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4433608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal approximation of stochastic differential equations by adaptive step-size control / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal discretization of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive finite element methods for conservation laws based on a posteriori error estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mathematical framework for stochastic climate models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence rates for adaptive approximation of ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data Oscillation and Convergence of Adaptive FEM / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal uniform approximation of systems of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Optimal Adaptive Finite Element Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive weak approximation of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Expansion of the global error for numerical schemes solving stochastic differential equations / rank
 
Normal rank

Latest revision as of 15:24, 10 June 2024

scientific article; zbMATH DE number 2205421
Language Label Description Also known as
English
Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
scientific article; zbMATH DE number 2205421

    Statements

    Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 September 2005
    0 references
    adaptive mesh refinement algorithm
    0 references
    almost sure convergence
    0 references
    computational complexity
    0 references
    Monte Carlo method
    0 references
    Itô stochastic differential equations
    0 references
    Euler method
    0 references
    stopping criteria
    0 references
    accuracy
    0 references
    convergence
    0 references
    numerical experiments
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references