Pages that link to "Item:Q719368"
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The following pages link to A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368):
Displaying 50 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients (Q826729) (← links)
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779) (← links)
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps (Q2015529) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- A new discretization scheme for one dimensional stochastic differential equations using time change method (Q2064838) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
- Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
- On real-valued SDE and nonnegative-valued SDE population models with demographic variability (Q2192658) (← links)
- Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
- A discretized version of Krylov's estimate and its applications (Q2279326) (← links)
- Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations (Q2299813) (← links)
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
- Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients (Q2674882) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471) (← links)
- Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
- An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
