Pages that link to "Item:Q1684814"
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The following pages link to Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814):
Displaying 14 items.
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Monte Carlo simulation of SDEs using GANs (Q6072362) (← links)
- An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
- Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841) (← links)
- Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
