Pages that link to "Item:Q2009112"

The following pages link to On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112):

Displaying 19 items.

• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
• On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
• An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
• A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)