Pages that link to "Item:Q5700310"

The following pages link to Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310):

Displaying 47 items.

• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• A patch that imparts unconditional stability to explicit integrators for Langevin-like equations (Q419615) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
• Environmental stochastic effects on phytoplankton-zooplankton dynamics (Q783628) (← links)
• Computing ergodic limits for Langevin equations (Q885910) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
• Fluctuating periodic solutions and moment boundedness of a stochastic model for the bone remodeling process (Q1642137) (← links)
• Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration (Q2195836) (← links)
• On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
• Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (Q2332678) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
• An introduction to multilevel Monte Carlo for option valuation (Q2804491) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← 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)
• High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
• Pathwise accuracy and ergodicity of metropolized integrators for SDEs (Q3550768) (← links)
• Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
• Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
• Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436) (← links)
• Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)
• The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
• Consensus-based optimization via jump-diffusion stochastic differential equations (Q6102917) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
• Computational solution of stochastic differential equations (Q6607906) (← links)
• Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185) (← links)