Pages that link to "Item:Q5294120"
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The following pages link to An adaptive Euler-Maruyama scheme for SDEs: convergence and stability (Q5294120):
Displaying 37 items.
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations (Q508020) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
- Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- A semi-discretization method for delayed stochastic systems (Q1883514) (← links)
- An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
- Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions (Q2077623) (← links)
- \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
- The tamed unadjusted Langevin algorithm (Q2274251) (← links)
- Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
- An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- Probabilistic approach for granular media equations in the non-uniformly convex case (Q2464667) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
- On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- Pathwise accuracy and ergodicity of metropolized integrators for SDEs (Q3550768) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- An eddifying Stommel model: fast eddy effects in a two-box ocean (Q5065645) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term (Q6556251) (← links)
- Computational solution of stochastic differential equations (Q6607906) (← links)
- Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)
