Pages that link to "Item:Q4712533"

The following pages link to A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients (Q4712533):

Displaying 26 items.

• Well-posedness of the multidimensional fractional stochastic Navier-Stokes equations on the torus and on bounded domains (Q270176) (← links)
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
• Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles (Q649779) (← links)
• Stochastic tamed 3D Navier-Stokes equations: existence, uniqueness and ergodicity (Q839419) (← links)
• Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635) (← links)
• Existence of strong solutions for Itô's stochastic equations via approximations: revisited (Q2093296) (← links)
• A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
• Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case (Q2199733) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• On the strong solution for the 3D stochastic Leray-\(\alpha\) model (Q2381008) (← links)
• Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (Q2392001) (← links)
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
• A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
• Large deviations in the Langevin dynamics of a random field Ising model. (Q2574569) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
• ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS (Q3405583) (← links)
• Viable solutions of set-valued stochastic equation (Q4512750) (← links)
• Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
• A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
• A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• Existence and uniqueness theorems for stochastic differential-difference hybrid systems (Q6607999) (← links)