Pages that link to "Item:Q5411899"
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The following pages link to Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899):
Displayed 50 items.
- Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
- Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations (Q2175601) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
- Mean square polynomial stability of numerical solutions to a class of stochastic differential equations (Q2251704) (← links)
- Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching (Q2345664) (← links)
- Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations (Q2360720) (← links)
- Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth (Q2363669) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- A novel approach to construct numerical methods for stochastic differential equations (Q2453472) (← links)
- Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
- Sampled-data stabilization of a class of stochastic nonlinear Markov switching system with indistinguishable modes based on the approximate discrete-time models (Q2661920) (← links)
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
- Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366) (← links)
- High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients (Q2814094) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)