Pages that link to "Item:Q670803"
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The following pages link to Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803):
Displaying 9 items.
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- Optimal pointwise approximation of SDE's from inexact information (Q2360711) (← links)
- Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)