Pages that link to "Item:Q2222463"
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The following pages link to An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463):
Displaying 5 items.
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
