Pages that link to "Item:Q2437367"

The following pages link to Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367):

Displaying 18 items.

• Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
• Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface (Q479000) (← links)
• Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
• A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
• Approximation of piecewise Hölder functions from inexact information (Q895991) (← links)
• Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients (Q1692722) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772) (← links)
• Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
• Optimal pointwise approximation of SDE's from inexact information (Q2360711) (← links)
• Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
• Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
• Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
• Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
• On approximation of solutions of stochastic delay differential equations via randomized Euler scheme (Q6131507) (← links)
• Mathematical analysis of a randomized method for fractional Carathéodory type equation with time-irregular coefficients (Q6576995) (← links)
• Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
• A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure (Q6638820) (← links)