Pages that link to "Item:Q1676445"
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The following pages link to A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift (Q1676445):
Displaying 30 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Existence, uniqueness and regularity of the projection onto differentiable manifolds (Q1979473) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations: revisited (Q2093296) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- Exception sets of intrinsic and piecewise Lipschitz functions (Q2117462) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Stochastic serotonin model with discontinuous drift (Q2140061) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
- Continuous functions with impermeable graphs (Q6073281) (← links)
- Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)
- On mixed fractional stochastic differential equations with discontinuous drift coefficient (Q6102055) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
- Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
