Pages that link to "Item:Q850027"

The following pages link to Euler scheme and tempered distributions (Q850027):

Displaying 21 items.

• Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
• Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
• Phenomenological and ratio bifurcations of a class of discrete time stochastic processes (Q652421) (← links)
• On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
• Regularization lemmas and convergence in total variation (Q782822) (← links)
• Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
• On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
• Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
• Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
• Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145) (← links)
• Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
• Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
• Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
• Approximation of jump diffusions in finance and economics (Q2642601) (← links)
• Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density (Q2909980) (← links)
• Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
• Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (Q5097376) (← links)
• Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)