The following pages link to (Q4445183):
Displaying 27 items.
- On stochastic finite difference schemes (Q487686) (← links)
- Finite difference schemes for stochastic partial differential equations in Sobolev spaces (Q496118) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
- Strong solutions of stochastic equations with singular time dependent drift (Q1769077) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- On \(L_p\)-solvability of stochastic integro-differential equations (Q2045413) (← links)
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
- Approximation of backward stochastic partial differential equations by a splitting-up method (Q2208280) (← links)
- An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630) (← links)
- On the solvability of degenerate stochastic partial differential equations in Sobolev spaces (Q2340314) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
- A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
- Localization errors in solving stochastic partial differential equations in the whole space (Q2981781) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity (Q5086510) (← links)
- Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients (Q6058345) (← links)
- Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs (Q6095835) (← links)
- An energy-based deep splitting method for the nonlinear filtering problem (Q6103776) (← links)
- On the convergence rate of the splitting-up scheme for rough partial differential equations (Q6161526) (← links)
