Pages that link to "Item:Q6197999"
From MaRDI portal
The following pages link to Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (Q6197999):
Displaying 5 items.
- Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040) (← links)
- Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
- Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
- An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model (Q6617339) (← links)
- Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model (Q6664386) (← links)
