Pages that link to "Item:Q5316801"

The following pages link to Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801):

Displaying 17 items.

• Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
• Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• Convergence rates for an adaptive dual weighted residual finite element algorithm (Q2502320) (← links)
• Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates (Q2679328) (← links)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• Towards automatic global error control: Computable weak error expansion for the tau-leap method (Q3094134) (← links)
• Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
• On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← 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)