Pages that link to "Item:Q3104819"

The following pages link to Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819):

Displaying 50 items.

• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
• An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
• Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (Q6107317) (← links)
• Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
• (Q6121376) (← links)
• Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (Q6123032) (← links)
• Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
• The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
• Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations (Q6145205) (← links)
• Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise (Q6147900) (← links)
• A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
• Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q6159578) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms (Q6162009) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model (Q6167767) (← links)
• A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
• 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) (← links)
• Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781) (← links)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)
• Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040) (← links)
• Quantitative estimates for Lévy driven SDEs with different drifts and applications (Q6540468) (← links)
• Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
• Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching (Q6550277) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
• An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
• Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
• Weak error expansion of a numerical scheme with rejection for singular Langevin process (Q6593973) (← links)
• Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q6595226) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
• Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations (Q6608472) (← links)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
• Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185) (← links)
• An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model (Q6617339) (← links)
• Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments (Q6618228) (← links)
• Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model (Q6633286) (← links)
• Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients (Q6635676) (← links)
• Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting (Q6640899) (← links)
• An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)
• Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments (Q6653928) (← links)
• Explicit approximation for stochastic nonlinear Schrödinger equation (Q6664456) (← links)
• Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)
• Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay (Q6668704) (← links)