Pages that link to "Item:Q2428108"
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The following pages link to Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108):
Displayed 15 items.
- Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872) (← links)
- Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions (Q2279451) (← links)
- Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
- Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (Q2315868) (← links)
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)