Pages that link to "Item:Q5750050"

The following pages link to Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050):

Displaying 50 items.

• Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
• A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
• Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
• An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
• Strong regularization by Brownian noise propagating through a weak Hörmander structure (Q2089751) (← links)
• Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity (Q2137032) (← links)
• Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints (Q2142219) (← links)
• Weak quantitative propagation of chaos via differential calculus on the space of measures (Q2170366) (← links)
• Nonstandard theta Milstein method for solving stochastic multi-strain tuberculosis model (Q2184211) (← links)
• Bridging the gap between constant step size stochastic gradient descent and Markov chains (Q2196224) (← links)
• Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378) (← links)
• Weak error for nested multilevel Monte Carlo (Q2218848) (← links)
• Accelerated finite elements schemes for parabolic stochastic partial differential equations (Q2219500) (← links)
• Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
• Higher-order weak schemes for the Heston stochastic volatility model by extrapolation (Q2235889) (← links)
• Discrete-time simulation of stochastic Volterra equations (Q2238886) (← links)
• Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
• On weak approximations of CIR equation with high volatility (Q2270458) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
• Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
• High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343) (← links)
• Error estimates on ergodic properties of discretized Feynman-Kac semigroups (Q2326369) (← links)
• Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
• An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (Q2406621) (← links)
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
• Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640) (← links)
• Monte-Carlo simulation of stochastic differential systems - a geometrical approach (Q2476884) (← links)
• Computing mean square approximations of random diffusion models with source term (Q2478446) (← links)
• Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
• Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
• Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (Q2507672) (← links)
• Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
• Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
• Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
• Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel (Q2672777) (← links)
• Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
• Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
• Adaptive Thermostats for Noisy Gradient Systems (Q2790085) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo (Q2953224) (← links)