Pages that link to "Item:Q634110"

The following pages link to Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110):

Displaying 17 items.

• Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787) (← links)
• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
• First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890) (← links)
• Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
• Distribution of the integral of maximum processes and applications (Q1633562) (← links)
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
• Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching (Q1733520) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)