Pages that link to "Item:Q1940231"
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The following pages link to Weak and strong approximations of reflected diffusions via penalization methods (Q1940231):
Displaying 12 items.
- Reflected Brownian motion with singular drift (Q2040041) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (Q2082652) (← 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)
- Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737) (← links)
- Penalisation techniques for one-dimensional reflected rough differential equations (Q2203628) (← links)
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts (Q2668500) (← links)
- A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows (Q4972416) (← links)
- Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
- Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients (Q5065037) (← links)
- Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
