Pages that link to "Item:Q2105171"
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The following pages link to Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171):
Displaying 3 items.
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation (Q6073725) (← links)
- The Euler-Maruyama approximation of state-dependent regime switching diffusions (Q6624138) (← links)