Pages that link to "Item:Q1908538"
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The following pages link to The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538):
Displaying 50 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Localization of Wiener functionals of fractional regularity and applications (Q402713) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Regularization lemmas and convergence in total variation (Q782822) (← links)
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Euler scheme and tempered distributions (Q850027) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Importance sampling and statistical Romberg method (Q888470) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← 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)
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs (Q1275944) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (Q1408179) (← links)
- Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
- Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145) (← links)
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
- Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus (Q1897655) (← links)
- Snell envelope with small probability criteria (Q1935508) (← links)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations (Q1984647) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
- Estimates of the difference between two probability densities of Wiener functionals and its application (Q2031000) (← links)
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
