Pages that link to "Item:Q3516096"

The following pages link to Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations (Q3516096):

Displaying 22 items.

• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• High-order approximation of Pearson diffusion processes (Q413731) (← links)
• A boundary preserving numerical algorithm for the Wright-Fisher model with mutation (Q438725) (← links)
• A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Understanding clustering in type space using field theoretic techniques (Q942912) (← links)
• A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
• Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (Q2302513) (← links)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
• CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
• An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• On the convergence rate of the splitting-up scheme for rough partial differential equations (Q6161526) (← links)
• Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
• Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations (Q6500013) (← links)