Pages that link to "Item:Q428642"
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The following pages link to One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642):
Displayed 12 items.
- The parametrix method for skew diffusions (Q309004) (← links)
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- Bouncing skew Brownian motions (Q1745270) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients (Q5497098) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)