Pages that link to "Item:Q1664478"
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The following pages link to A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478):
Displayed 5 items.
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)