Pages that link to "Item:Q1888782"

The following pages link to Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782):

Displaying 36 items.

• Modelling biochemical reaction systems by stochastic differential equations with reflection (Q306774) (← links)
• Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
• Reflected rough differential equations (Q491926) (← links)
• Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
• Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
• Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
• Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
• Locally periodic homogenization of reflected diffusion (Q995856) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
• Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (Q2082652) (← links)
• Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
• An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients (Q2116492) (← links)
• Mean reflected stochastic differential equations with two constraints (Q2238888) (← links)
• Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630) (← links)
• Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions (Q2314818) (← links)
• White noise driven SPDEs with oblique reflection: existence and uniqueness (Q2325900) (← links)
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
• Reconstruction algorithm for unknown cavities via Feynman-Kac type formula (Q2340492) (← links)
• Penalization methods for the Skorokhod problem and reflecting SDEs with jumps (Q2435221) (← links)
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces (Q2447733) (← links)
• Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
• Multivalued monotone stochastic differential equations with jumps (Q2977582) (← links)
• Sweetest taboo processes (Q3303286) (← links)
• On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)
• Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
• Generalized reflected backward stochastic differential equations (Q3630057) (← links)
• Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
• Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
• A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
• Generalized BSDE with two reflecting barriers (Q5324871) (← links)
• Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II (Q5374154) (← links)
• Stochastic differential equations with time-dependent reflecting barriers (Q5411893) (← links)
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
• Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426) (← links)