Pages that link to "Item:Q2184812"
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The following pages link to On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812):
Displayed 50 items.
- The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions (Q827086) (← links)
- Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations (Q1736178) (← links)
- On one-dimensional Riccati diffusions (Q1737966) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations (Q2013151) (← links)
- First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
- Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus (Q2025273) (← links)
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
- On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise (Q2062275) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984) (← links)
- Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives (Q2090325) (← links)
- Backward Itô-Ventzell and stochastic interpolation formulae (Q2093696) (← links)
- \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
- Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
- Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
- Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion (Q2202283) (← links)
- On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
- Exponential moments for numerical approximations of stochastic partial differential equations (Q2315123) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (Q4595786) (← links)
- $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
- Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation (Q4635514) (← links)
- Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
- Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
- Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space (Q5093647) (← links)
- Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (Q5097376) (← links)
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation (Q5113124) (← links)
- Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise (Q5164019) (← links)
- Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise (Q6076380) (← links)
- An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations (Q6101777) (← links)
- Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
- A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
- A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model (Q6163085) (← links)
- Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
- Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
