Pages that link to "Item:Q5293309"
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The following pages link to Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (Q5293309):
Displaying 4 items.
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642) (← links)
