Pages that link to "Item:Q5174375"

The following pages link to Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift (Q5174375):

Displayed 5 items.

• A numerical method for SDEs with discontinuous drift (Q285276) ‎ (← links)
• Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) ‎ (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) ‎ (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) ‎ (← links)
• Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) ‎ (← links)