Pages that link to "Item:Q638339"
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The following pages link to On some non asymptotic bounds for the Euler scheme (Q638339):
Displayed 24 items.
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Analysis of a micro-macro acceleration method with minimum relative entropy moment matching (Q2175337) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Euler scheme for density dependent stochastic differential equations (Q2217334) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- A discretized version of Krylov's estimate and its applications (Q2279326) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift (Q5270096) (← links)
- Stability of Densities for Perturbed Degenerate Diffusions (Q5369330) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
- Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)