Pages that link to "Item:Q4624977"

The following pages link to An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977):

Displaying 31 items.

• Existence, uniqueness and regularity of the projection onto differentiable manifolds (Q1979473) (← links)
• Approximation of occupation time functionals (Q1983631) (← links)
• Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion (Q2028043) (← links)
• Efficient simulation of general stochastic hybrid systems (Q2085142) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
• Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
• The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
• Most probable transition paths in piecewise-smooth stochastic differential equations (Q2167990) (← links)
• On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
• On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
• Sampled-data stabilization of a class of stochastic nonlinear Markov switching system with indistinguishable modes based on the approximate discrete-time models (Q2661920) (← links)
• Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
• Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
• Analysis of stochastic sensitivity of Turing patterns in distributed reaction-diffusion systems (Q5151948) (← links)
• Continuous functions with impermeable graphs (Q6073281) (← links)
• Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
• Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
• Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
• On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
• Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)
• A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)