Pages that link to "Item:Q5174375"
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The following pages link to Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift (Q5174375):
Displayed 10 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← 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)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
- Exact sampling of diffusions with a discontinuity in the drift (Q5197410) (← links)
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)