Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404): Difference between revisions

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+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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+Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts
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+On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift
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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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+Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
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+On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient
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+Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients
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+Strong solutions of stochastic equations with singular time dependent drift
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+A numerical method for SDEs with discontinuous drift
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+A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift
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+Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient
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+On some non asymptotic bounds for the Euler scheme
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+An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis
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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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+Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
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+OUP accepted manuscript
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+Approximation for non-smooth functionals of stochastic differential equations with irregular drift
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+Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift
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+Q5481429
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+Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
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+Ergodicity of stochastic differential equations with jumps and singular coefficients
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+Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
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