Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011): Difference between revisions

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+On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
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+Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
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+The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate
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+A note on Euler's approximations
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+A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
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+The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem
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+Regularization of differential equations by fractional noise.
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+A note on tamed Euler approximations
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+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
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