Pages that link to "Item:Q4955859"
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The following pages link to Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859):
Displaying 27 items.
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Optimal approximation of SDE's with additive fractional noise (Q2507586) (← links)
- Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (Q2709393) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
- Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Adaptive weak approximation of stochastic differential equations (Q4790252) (← links)
- Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations (Q5208737) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
