On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112): Difference between revisions

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-.1007/s10543-019-00756-5
@@ Property / DOI: 10.1007/s10543-019-00756-5 / rank @@
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+.02695
@@ Property / arXiv ID: 1601.02695 / rank @@
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@@ Property / cites work @@
+Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
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@@ Property / cites work @@
+The tamed unadjusted Langevin algorithm
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+On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
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+Multilevel Monte Carlo Path Simulation
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+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+On tamed Milstein schemes of SDEs driven by Lévy noise
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+Q4369402
@@ Property / cites work: Q4369402 / rank @@
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@@ Property / cites work @@
+A note on tamed Euler approximations
@@ Property / cites work: A note on tamed Euler approximations / rank @@
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@@ Property / cites work @@
+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
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@@ Property / cites work @@
+A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
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@@ Property / cites work @@
+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
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@@ Property / DOI @@
+.1007/S10543-019-00756-5
@@ Property / DOI: 10.1007/S10543-019-00756-5 / rank @@
+Normal rank