Pages that link to "Item:Q2402415"
From MaRDI portal
The following pages link to On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415):
Displayed 10 items.
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← 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)
- 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 performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- Numerical methods for conservation laws with rough flux (Q2303986) (← links)