Pages that link to "Item:Q2338908"

The following pages link to Loss of regularity for Kolmogorov equations (Q2338908):

Displaying 45 items.

• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• Mean field limit for disordered diffusions with singular interactions (Q744382) (← links)
• Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
• Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
• On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
• Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
• Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
• On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
• On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
• On existence and uniqueness properties for solutions of stochastic fixed point equations (Q2033965) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• Schauder estimates for Poisson equations associated with non-local Feller generators (Q2042049) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← 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)
• DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
• The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
• On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
• On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
• Classical Langevin dynamics derived from quantum mechanics (Q2211463) (← links)
• Strong convergence of the partially truncated Euler-Maruyama scheme for a stochastic age-structured SIR epidemic model (Q2286036) (← links)
• Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
• Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space (Q2668963) (← links)
• Approximation properties of residual neural networks for Kolmogorov PDEs (Q2697245) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
• On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (Q4646879) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
• Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569) (← links)
• Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients (Q5856498) (← links)
• A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
• Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
• Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
• Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)