Pages that link to "Item:Q2485773"

The following pages link to Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773):

Displaying 21 items.

• An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095) (← links)
• Strong approximations of BSDEs in a domain (Q605887) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
• A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
• Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
• Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
• Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
• Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes (Q2516390) (← links)
• A Mathematical Framework for Exact Milestoning (Q2806409) (← links)
• Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
• CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
• Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352) (← links)
• Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity (Q5295323) (← links)
• Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)