Pages that link to "Item:Q1016225"
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The following pages link to Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225):
Displayed 22 items.
- Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
- An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
- CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
- Pricing exotic options using MSL-MC (Q2866370) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
- The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
- Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)