A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368): Difference between revisions

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+On the discretization schemes for the CIR (and Bessel squared) processes
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+Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
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+Convergence of discretized stochastic (interest rate) processes with stochastic drift term
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+A note on Euler's approximations
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+Existence of strong solutions for Itô's stochastic equations via approximations
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+Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+On the uniqueness of solutions of stochastic differential equations
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