Pages that link to "Item:Q700169"
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The following pages link to Linear vs standard information for scalar stochastic differential equations (Q700169):
Displaying 7 items.
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Linear information for approximation of the Itô integrals (Q1047177) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Optimal approximation of SDE's with additive fractional noise (Q2507586) (← links)
- Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
