Pages that link to "Item:Q5077027"
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The following pages link to The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem (Q5077027):
Displayed 14 items.
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes (Q2137817) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
- Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
- Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift (Q5889035) (← links)
- Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← 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)