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 50 items.
- More on the long time stability of Feynman-Kac semigroups (Q2062277) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171) (← links)
- A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Adaptive density tracking by quadrature for stochastic differential equations (Q2152700) (← links)
- Weak convergence of delay SDEs with applications to Carathéodory approximation (Q2162616) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Weak error for nested multilevel Monte Carlo (Q2218848) (← links)
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
- Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
- The threshold of stochastic Gilpin-Ayala model subject to general Lévy jumps (Q2318337) (← links)
- The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
- A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Monte-Carlo simulation of stochastic differential systems - a geometrical approach (Q2476884) (← links)
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions (Q2496939) (← links)
- Probability density estimation in stochastic environmental models using reverse representa\-tions (Q2505928) (← links)
- Improving Monte Carlo simulations by Dirichlet forms (Q2565527) (← 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)
- Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
- Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes (Q2957022) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
- Stability in Distribution of Numerical Solutions for Stochastic Differential Equations (Q3158173) (← links)
- Pseudogenerators of Spatial Transfer Operators (Q3192587) (← links)
- On the discretization schemes for the CIR (and Bessel squared) processes (Q3367271) (← links)
- Математические модели стохастической динамики развития предприятий (Q3387850) (← links)
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- High order discretization schemes for the CIR process: Application to affine term structure and Heston models (Q3584774) (← links)
- RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL (Q3621565) (← links)
- Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (Q4409045) (← links)