Pages that link to "Item:Q3184383"
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The following pages link to Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients (Q3184383):
Displayed 5 items.
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- Reconstruction algorithm for unknown cavities via Feynman-Kac type formula (Q2340492) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps (Q6178521) (← links)