Pages that link to "Item:Q453249"

The following pages link to Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249):

Displaying 50 items.

• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
• Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials (Q2083423) (← links)
• Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (Q2085652) (← links)
• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
• Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
• Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation (Q2090353) (← links)
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• The numerical approximation to a stochastic age-structured HIV/AIDS model with nonlinear incidence rates (Q2160302) (← links)
• On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
• Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
• Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2174958) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method (Q2178210) (← links)
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
• Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (Q2213530) (← links)
• On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
• Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations (Q2216483) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
• An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model (Q2235036) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)