Pages that link to "Item:Q1433391"
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The following pages link to Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391):
Displayed 11 items.
- Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
- The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
- Approximation of SDE solutions using local asymptotic expansions (Q2093297) (← links)
- The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← 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)
- Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (Q2507672) (← links)
- Improved local approximation for multidimensional diffusions: The G-rates (Q3386926) (← links)
- HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX (Q5035343) (← links)
- THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM (Q5204540) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)