Pages that link to "Item:Q1769404"
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The following pages link to Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404):
Displayed 6 items.
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
- Linear information for approximation of the Itô integrals (Q1047177) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)