Pages that link to "Item:Q670738"
From MaRDI portal
The following pages link to Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738):
Displaying 9 items.
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
