Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886): Difference between revisions

@@ Property / cites work @@
+Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠
+Normal rank
@@ Property / cites work @@
+On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
+Normal rank
@@ Property / cites work @@
+A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
+Normal rank
@@ Property / cites work @@
+A note on Euler approximations for stochastic differential equations with delay
+Normal rank
@@ Property / cites work @@
+Loss of regularity for Kolmogorov equations
@@ Property / cites work: Loss of regularity for Kolmogorov equations / rank @@
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+On stochastic differential equations with arbitrary slow convergence rates for strong approximation
+Normal rank
@@ Property / cites work @@
+Q3792001
@@ Property / cites work: Q3792001 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3217380
@@ Property / cites work: Q3217380 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong solutions of stochastic equations with singular time dependent drift
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
+Normal rank
@@ Property / cites work @@
+OUP accepted manuscript
@@ Property / cites work: OUP accepted manuscript / rank @@
+Normal rank
@@ Property / cites work @@
+Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
+Normal rank
@@ Property / cites work @@
+Q4821976
@@ Property / cites work: Q4821976 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4308904
@@ Property / cites work: Q4308904 / rank @@
+Normal rank
@@ Property / cites work @@
+Hypercontractivity and applications for stochastic Hamiltonian systems
+Normal rank
@@ Property / cites work @@
+Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
+Normal rank
@@ Property / cites work @@
+Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
+Normal rank
@@ Property / cites work @@
+Derivative formula and applications for degenerate diffusion semigroups
+Normal rank
@@ Property / cites work @@
+A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
+Normal rank
@@ Property / cites work @@
+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
+Normal rank