Pages that link to "Item:Q4600707"

The following pages link to $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707):

Displaying 16 items.

• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
• McKean-Vlasov SDEs under measure dependent Lyapunov conditions (Q2041835) (← links)
• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
• Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
• Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
• Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
• Arbitrage-Free Neural-SDE Market Models (Q6092913) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781) (← links)