Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370): Difference between revisions

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+Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
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+Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
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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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+Optimal approximation  of stochastic differential equations  by adaptive step-size control
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+The optimal discretization of stochastic differential equations
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+On sequential and parallel solution of initial value problems
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+Optimal adaptive solution of initial-value problems with unknown singularities
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+The optimal uniform approximation of systems of stochastic differential equations
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+Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
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+Adaption allows efficient integration of functions with unknown singularities
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+The power of adaptive algorithms for functions with singularities
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+The power of adaption for approximating functions with singularities
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+Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions
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+Q4040428
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+The Euler scheme with irregular coefficients
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