Pages that link to "Item:Q4716056"
From MaRDI portal
The following pages link to The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (Q4716056):
Displaying 50 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Localization of Wiener functionals of fractional regularity and applications (Q402713) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Explicit parametrix and local limit theorems for some degenerate diffusion processes (Q629777) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- Euler scheme and tempered distributions (Q850027) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- Analysis of stochastic numerical schemes for the evolution equations of geophysics (Q1433200) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Snell envelope with small probability criteria (Q1935508) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations (Q2011262) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Estimates of the difference between two probability densities of Wiener functionals and its application (Q2031000) (← links)
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Weak error for nested multilevel Monte Carlo (Q2218848) (← links)
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
- The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes (Q2475266) (← links)
- Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
- Approximation of the posterior density for diffusion processes (Q2489789) (← links)
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions (Q2496939) (← links)
- Probability density estimation in stochastic environmental models using reverse representa\-tions (Q2505928) (← links)
- An optimal control variance reduction method for density estimation (Q2518612) (← links)
- Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
- Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- A pseudo-marginal sequential Monte Carlo online smoothing algorithm (Q2676934) (← links)
- Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density (Q2909980) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
- Stability in Distribution of Numerical Solutions for Stochastic Differential Equations (Q3158173) (← links)
- Математические модели стохастической динамики развития предприятий (Q3387850) (← links)
