Pages that link to "Item:Q964680"

The following pages link to On irregular functionals of SDEs and the Euler scheme (Q964680):

Displaying 8 items.

• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
• Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
• A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
• Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
• Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
• Multilevel rejection sampling for approximate Bayesian computation (Q1662859) (← links)
• Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities (Q6498605) (← links)