Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient
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(17)- Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients
- Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error
- The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
- Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients
- Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion
- Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
- Implicit semi-tamed Euler method for highly nonlinear stochastic differential equations
- A note on Euler approximations for stochastic differential equations involving the local time at point zero
- Convergence of a partially truncated Euler-Maruyama method for SDEs with super-linear piecewise continuous drift and Hölder diffusion coefficients
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