Pages that link to "Item:Q548158"

The following pages link to Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158):

Displaying 14 items.

• A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
• Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
• Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
• On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
• A probabilistic interpretation of the parametrix method (Q894801) (← links)
• On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464) (← links)
• Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
• Well-posedness of some non-linear stable driven SDEs (Q2229370) (← links)
• Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (Q2830711) (← links)
• Математические модели стохастической динамики развития предприятий (Q3387850) (← links)
• Модели стохастической динамики развития производственных предприятий с запаздывающими внутренними и внешними инвестициями (Q5066531) (← links)
• Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)
• Hellinger and total variation distance in approximating Lévy driven SDEs (Q6104024) (← links)
• Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)