On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (Q4646879): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: On stochastic differential equations with arbitrary slow convergence rates for strong approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss of regularity for Kolmogorov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4866235 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Euler's approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on tamed Euler approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations / rank
 
Normal rank

Revision as of 18:10, 17 July 2024

scientific article; zbMATH DE number 6996933
Language Label Description Also known as
English
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
scientific article; zbMATH DE number 6996933

    Statements

    On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (English)
    0 references
    0 references
    0 references
    0 references
    28 December 2018
    0 references
    stochastic differential equation
    0 references
    slow convergence rate
    0 references
    lower error bounds
    0 references
    smooth coefficients
    0 references
    0 references

    Identifiers