The following pages link to A note on Euler's approximations (Q1266320):
Displaying 50 items.
- Layer methods for stochastic Navier-Stokes equations using simplest characteristics (Q268290) (← links)
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← 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 partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
- Efficient simulation of nonlinear parabolic SPDEs with additive noise (Q549862) (← links)
- The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211) (← 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)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
- Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients (Q1692722) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Stability of random attractors under perturbation and approximation (Q1867241) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Learning stochastic dynamics with statistics-informed neural network (Q2112526) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- Most probable transition paths in piecewise-smooth stochastic differential equations (Q2167990) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
- A discretized version of Krylov's estimate and its applications (Q2279326) (← links)
- Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (Q2392001) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
