Adaptive weak approximation of stochastic differential equations (Q4790252): Difference between revisions

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+The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus
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+The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
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+A Posteriori Error Bounds and Global Error Control for Approximation of Ordinary Differential Equations
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+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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+Optimal approximation  of stochastic differential equations  by adaptive step-size control
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+Error Estimates and Adaptive Time-Step Control for a Class of One-Step Methods for Stiff Ordinary Differential Equations
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+Adaptive finite element methods for conservation laws based on a posteriori error estimates
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+Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise
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+Diffusion processes with continuous coefficients, I
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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