Pages that link to "Item:Q740810"
From MaRDI portal
The following pages link to First order strong approximations of scalar SDEs defined in a domain (Q740810):
Displaying 16 items.
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations (Q480036) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
- Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890) (← links)
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)
- Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations (Q6500013) (← links)
