Pages that link to "Item:Q1908538"
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The following pages link to The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538):
Displayed 14 items.
- Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (Q4463680) (← links)
- Weak approximations. A Malliavin calculus approach (Q4517515) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- STRONG CONVERGENCE FOR EULER–MARUYAMA AND MILSTEIN SCHEMES WITH ASYMPTOTIC METHOD (Q4979887) (← links)
- Weak approximation of stochastic differential delay equations for bounded measurable function (Q5169605) (← links)
- SPECTRAL ANALYSIS OF HYPOELLIPTIC RANDOM WALKS (Q5261662) (← links)
- PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242) (← links)
- Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity (Q5295323) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614) (← links)
- Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)