Pages that link to "Item:Q1380399"
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The following pages link to Penalization schemes for reflecting stochastic differential equations (Q1380399):
Displaying 19 items.
- Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion (Q339810) (← links)
- Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
- Reflected Brownian motion with singular drift (Q2040041) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients (Q2116492) (← links)
- Penalization methods for the Skorokhod problem and reflecting SDEs with jumps (Q2435221) (← links)
- On the -distance between semimartingales reflecting in different domains> (Q2706907) (← links)
- Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
- Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
- Efficient Bayesian Computation for Low-Photon Imaging Problems (Q6168337) (← links)
- Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426) (← links)
- A stochastic approach for elliptic problems in perforated domains (Q6639325) (← links)
