Pages that link to "Item:Q1897665"
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The following pages link to Euler scheme for reflected stochastic differential equations (Q1897665):
Displaying 37 items.
- The snapping out Brownian motion (Q303968) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Reflected stochastic differential equation models for constrained animal movement (Q1680357) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (Q1872309) (← links)
- A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers (Q1996933) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations (Q2244439) (← links)
- Statistical estimation in a randomly structured branching population (Q2280026) (← links)
- Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Invasion and adaptive evolution for individual-based spatially structured populations (Q2460416) (← links)
- A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
- Multivalued monotone stochastic differential equations with jumps (Q2977582) (← links)
- Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← 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)
- A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows (Q4972416) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
- Origin of enhanced skin friction at the onset of boundary-layer transition (Q5073467) (← links)
- Some Random Batch Particle Methods for the Poisson-Nernst-Planck and Poisson-Boltzmann Equations (Q5095221) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Exact Monte Carlo simulation of killed diffusions (Q5387088) (← links)
- Is a Brownian Motion Skew? (Q5418629) (← links)
- Dynamic value at risk under optimal and suboptimal portfolio policies. (Q5952434) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- Least squares estimators for reflected Ornstein–Uhlenbeck processes (Q6641297) (← links)
