zbMath1038.60057MaRDI QIDQ4445183
István Gyöngy, Nicolai V. Krylov
Publication date: 28 January 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients,
On finite-difference approximations for normalized Bellman equations,
Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise,
Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity,
Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients,
Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs,
An energy-based deep splitting method for the nonlinear filtering problem,
The numerical approximation of stochastic partial differential equations,
On the convergence rate of the splitting-up scheme for rough partial differential equations,
Approximation of backward stochastic partial differential equations by a splitting-up method,
A note on Euler approximations for stochastic differential equations with delay,
Localization errors in solving stochastic partial differential equations in the whole space,
An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model,
On stochastic finite difference schemes,
Finite difference schemes for stochastic partial differential equations in Sobolev spaces,
Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence,
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients,
Convergence of the Euler-Maruyama method for CIR model with Markovian switching,
Strong solutions of stochastic equations with singular time dependent drift,
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients,
Deep Splitting Method for Parabolic PDEs,
On \(L_p\)-solvability of stochastic integro-differential equations,
Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients,
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations,
Well-posedness and tamed schemes for McKean-Vlasov equations with common noise,
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces,
A Milstein scheme for SPDEs
