Approximating exit times of continuous Markov processes (Q784312): Difference between revisions

@@ Property / DOI @@
-.3934/dcdsb.2020076
@@ Property / DOI: 10.3934/dcdsb.2020076 / rank @@
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@@ Property / author @@
-Thomas Kruse
@@ Property / author: Thomas Kruse / rank @@
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@@ Property / author @@
-Mikhail A. Urusov
@@ Property / author: Mikhail A. Urusov / rank @@
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@@ Property / author @@
+Thomas Kruse
@@ Property / author: Thomas Kruse / rank @@
+Normal rank
@@ Property / author @@
+Mikhail A. Urusov
@@ Property / author: Mikhail A. Urusov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3000943923
@@ Property / OpenAlex ID: W3000943923 / rank @@
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@@ Property / arXiv ID @@
+.04344
@@ Property / arXiv ID: 1904.04344 / rank @@
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@@ Property / cites work @@
+The Euler-Maruyama approximations for the CEV model
+Normal rank
@@ Property / cites work @@
+Numerical approximation of irregular SDEs via Skorokhod embeddings
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+A functional limit theorem for irregular SDEs
@@ Property / cites work: A functional limit theorem for irregular SDEs / rank @@
+Normal rank
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+WLLN for arrays of nonnegative random variables
@@ Property / cites work: WLLN for arrays of nonnegative random variables / rank @@
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+A stochastic differential equation with a sticky point
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+Retrospective exact simulation of diffusion sample paths with applications
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+First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations
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@@ Property / cites work @@
+Q4003876
@@ Property / cites work: Q4003876 / rank @@
+Normal rank
@@ Property / cites work @@
+A one-dimensional diffusion hits points fast
@@ Property / cites work: A one-dimensional diffusion hits points fast / rank @@
+Normal rank
@@ Property / cites work @@
+The Euler-Maruyama approximation for the absorption time of the CEV diffusion
+Normal rank
@@ Property / cites work @@
+Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS)
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+Simulation of hitting times for Bessel processes with non-integer dimension
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@@ Property / cites work @@
+Stochastic differential equations for sticky Brownian motion
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+On solutions of one-dimensional stochastic differential equations without drift
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@@ Property / cites work @@
+Limit theorems for absorption times of genetic models
+Normal rank
@@ Property / cites work @@
+A note on Euler's approximations
@@ Property / cites work: A note on Euler's approximations / rank @@
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@@ Property / cites work @@
+Application of stochastic flows to the sticky Brownian motion equation
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+Exact simulation of the first-passage time of diffusions
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the time to explosion for one-dimensional diffusions
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@@ Property / cites work @@
+On the one-sided tanaka equation with drift
@@ Property / cites work: On the one-sided tanaka equation with drift / rank @@
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
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@@ Property / cites work @@
+The Euler scheme with irregular coefficients
@@ Property / cites work: The Euler scheme with irregular coefficients / rank @@
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@@ Property / DOI @@
+.3934/DCDSB.2020076
@@ Property / DOI: 10.3934/DCDSB.2020076 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:784312