Pages that link to "Item:Q4790252"

The following pages link to Adaptive weak approximation of stochastic differential equations (Q4790252):

Displaying 29 items.

• Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
• Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
• Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
• Adaptive lattice methods for multi-asset models (Q1004678) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
• An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
• Numerical methods for conservation laws with rough flux (Q2303986) (← links)
• Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
• Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
• A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
• Convergence rates for an adaptive dual weighted residual finite element algorithm (Q2502320) (← links)
• Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data (Q2953223) (← links)
• Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
• Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
• Towards automatic global error control: Computable weak error expansion for the tau-leap method (Q3094134) (← links)
• Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)