Pages that link to "Item:Q2454403"

The following pages link to Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403):

Displaying 15 items.

• Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
• The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
• Evolution of the Wasserstein distance between the marginals of two Markov processes (Q1708973) (← links)
• A generic construction for high order approximation schemes of semigroups using random grids (Q2049919) (← links)
• Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
• The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
• Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
• User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (Q2280028) (← links)
• A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
• Recent advances in various fields of numerical probability (Q2786538) (← links)
• Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
• (Q3997920) (← links)
• HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX (Q5035343) (← links)
• KMT Theory Applied to Approximations of SDE (Q5374160) (← links)
• Stochastic evolution of distributions and functional Bollinger bands (Q6580710) (← links)