Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Brownian-time processes: The PDE connection and the half-derivative generator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315016 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multilevel Monte Carlo Path Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximation of stochastic processes at random times and application to their exact simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5665949 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4433869 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and regularity of density for solutions to stochastic differential equations with boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3128639 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5506195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Partial Differential Equations and Portfolio Choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3972688 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank

Revision as of 18:08, 17 July 2024

scientific article
Language Label Description Also known as
English
Convergence rate of strong approximations of compound random maps, application to SPDEs
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references