The following pages link to (Q3368496):
Displayed 12 items.
- On stochastic finite difference schemes (Q487686) (← links)
- Finite difference schemes for stochastic partial differential equations in Sobolev spaces (Q496118) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- On finite difference schemes for degenerate stochastic parabolic partial differential equations (Q2248589) (← links)
- Localization errors in solving stochastic partial differential equations in the whole space (Q2981781) (← links)
- Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space (Q3015042) (← links)
- First derivatives estimates for finite-difference schemes (Q3055187) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
- A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- Time-dependent weak rate of convergence for functions of generalized bounded variation (Q5005986) (← links)