Pages that link to "Item:Q1986026"
From MaRDI portal
The following pages link to Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026):
Displaying 4 items.
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185) (← links)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
