Pages that link to "Item:Q638339"
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The following pages link to On some non asymptotic bounds for the Euler scheme (Q638339):
Displaying 9 items.
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
