Pages that link to "Item:Q2012594"
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The following pages link to Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594):
Displayed 31 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- A Wong-Zakai theorem for SDEs with singular drift (Q2135158) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- A high order time discretization of the solution of the non-linear filtering problem (Q2219502) (← links)
- An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains (Q2232735) (← links)
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- Symmetrization associated with hyperbolic reflection principle (Q2333272) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients (Q4986425) (← links)
- Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
- The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
- Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift (Q5270096) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
- Stability estimates for singular SDEs and applications (Q6165205) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)