Pages that link to "Item:Q515988"
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The following pages link to Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988):
Displaying 8 items.
- On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise (Q2791763) (← links)
- Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (Q4595786) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)
- Evolution of the Viola-Jones Object Detection Method: A Survey (Q5066699) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)
