Pages that link to "Item:Q1908538"
From MaRDI portal
The following pages link to The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538):
Displayed 32 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)
- Introduction to Stochastic Models in Biology (Q4567928) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← 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)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
- Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states (Q4958848) (← links)
- STRONG CONVERGENCE FOR EULER–MARUYAMA AND MILSTEIN SCHEMES WITH ASYMPTOTIC METHOD (Q4979887) (← links)
- Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
- Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme (Q5014247) (← links)
- Derivative-Free Bayesian Inversion Using Multiscale Dynamics (Q5037770) (← links)
- Модели стохастической динамики развития производственных предприятий с запаздывающими внутренними и внешними инвестициями (Q5066531) (← links)
- Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models (Q5092721) (← links)
- Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (Q5149781) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- Weak approximation of stochastic differential delay equations for bounded measurable function (Q5169605) (← links)
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← 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 RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
- A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs (Q6052340) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)