Pages that link to "Item:Q350292"
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The following pages link to Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292):
Displaying 6 items.
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients (Q2671525) (← links)
- Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
- Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients (Q6046014) (← links)
- The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
