Pages that link to "Item:Q1877395"
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The following pages link to Weak approximation of killed diffusion using Euler schemes. (Q1877395):
Displayed 17 items.
- Simulation of stopped diffusions (Q703771) (← links)
- Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees (Q834101) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- Computing the principal eigenelements of some linear operators using a branching Monte Carlo method (Q956335) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (Q1408179) (← links)
- Binomial approximation of Brownian motion and its maximum (Q1771464) (← links)
- Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
- Probabilistically induced domain decomposition methods for elliptic boundary-value problems (Q2568061) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- Exact Monte Carlo simulation of killed diffusions (Q5387088) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)