Pages that link to "Item:Q4792955"
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The following pages link to Edgeworth type expansions for Euler schemes for stochastic differential equations. (Q4792955):
Displaying 18 items.
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- Regularization lemmas and convergence in total variation (Q782822) (← links)
- Euler scheme and tempered distributions (Q850027) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions (Q2496939) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
- Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (Q5097376) (← links)
- Stability of Densities for Perturbed Diffusions and Markov Chains (Q5350278) (← links)
- Stability of Densities for Perturbed Degenerate Diffusions (Q5369330) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
