Pages that link to "Item:Q1016225"

The following pages link to Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225):

Displaying 39 items.

• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
• A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
• An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
• First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
• Characterization of bistability for stochastic multistep methods (Q766224) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
• Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
• Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
• A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
• Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• On real-valued SDE and nonnegative-valued SDE population models with demographic variability (Q2192658) (← links)
• Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737) (← links)
• Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981) (← links)
• Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
• Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• Asset prices with investor protection and past information (Q2691284) (← links)
• CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
• Pricing exotic options using MSL-MC (Q2866370) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
• The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
• Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
• The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods (Q3194573) (← links)
• Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
• Unbiased Estimators and Multilevel Monte Carlo (Q4969336) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
• Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)