Pages that link to "Item:Q2944996"
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The following pages link to Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996):
Displaying 50 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
- Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
- Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations (Q480036) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
- The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- A posteriori error estimates for non-stationary non-linear convection-diffusion equations (Q723567) (← links)
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
- Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
- Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions (Q827086) (← links)
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
- Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817) (← links)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- A note on the partially truncated Euler-Maruyama method (Q1748428) (← links)
- Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations (Q1756954) (← links)
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
- A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
- Koopman operator spectrum for random dynamical systems (Q2022704) (← links)
- On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741) (← links)
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
- On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations (Q2042083) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations (Q2080634) (← links)
- Dynamics and approximation of positive solution of the stochastic SIS model affected by air pollutants (Q2086824) (← links)
- The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
- Strong \(L^2\) convergence of time Euler schemes for stochastic 3D Brinkman-Forchheimer-Navier-Stokes equations (Q2093305) (← links)
- \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
- Discrete gradient flow approximations of high dimensional evolution partial differential equations via deep neural networks (Q2108629) (← links)
- ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
- Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
- Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
