Pages that link to "Item:Q5750050"
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The following pages link to Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050):
Displaying 50 items.
- An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- On the numerical treatment of dissipative particle dynamics and related systems (Q349699) (← links)
- Stochastic semi-Lagrangian micro-macro calculations of liquid crystalline solutions in complex flows (Q377238) (← links)
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- On stochastic finite difference schemes (Q487686) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Pairwise adaptive thermostats for improved accuracy and stability in dissipative particle dynamics (Q525935) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- Weak approximation of the stochastic wave equation (Q711221) (← links)
- Regularization lemmas and convergence in total variation (Q782822) (← links)
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- Importance sampling and statistical Romberg method (Q888470) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (Q1408179) (← links)
- Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Binomial approximation of Brownian motion and its maximum (Q1771464) (← links)
- Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145) (← links)
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations (Q1861991) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- On the simulation of iterated Itô integrals. (Q1879510) (← links)
- The solving of boundary value problems by numerical integration of stochastic equations (Q1897659) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- General multilevel adaptations for stochastic approximation algorithms. II: CLTs (Q1994904) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
