Pages that link to "Item:Q871363"

The following pages link to A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient (Q871363):

Displaying 13 items.

• Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
• An existence theorem for stochastic functional differential equations with delays under weak assumptions (Q956352) (← links)
• Forward backward SDEs in weak formulation (Q2001569) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• Stochastic serotonin model with discontinuous drift (Q2140061) (← links)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
• A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587) (← links)
• Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
• OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673) (← links)
• Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005) (← links)
• Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)