Pages that link to "Item:Q2935370"

The following pages link to Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370):

Displaying 7 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)
• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
• Approximation of piecewise Hölder functions from inexact information (Q895991) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)