Pages that link to "Item:Q1872395"

The following pages link to The optimal uniform approximation of systems of stochastic differential equations (Q1872395):

Displaying 46 items.

• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445) (← links)
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• A Milstein-based free knot spline approximation for stochastic differential equations (Q657649) (← links)
• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
• A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
• Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff (Q964681) (← links)
• An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
• Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
• On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
• Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
• On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
• On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• Optimal pointwise approximation of SDE's from inexact information (Q2360711) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
• A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
• Free-knot spline approximation of stochastic processes (Q2465309) (← links)
• Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (Q2511559) (← links)
• Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
• Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
• Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations (Q2957039) (← links)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)
• Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
• Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523) (← links)
• An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
• Efficient discretisation of stochastic differential equations (Q5086518) (← links)
• Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
• An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939) (← links)
• Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
• Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)