Pages that link to "Item:Q1950672"
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The following pages link to Strong order one convergence of a drift implicit Euler scheme: application to the CIR process (Q1950672):
Displaying 5 items.
- The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
- Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
- Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (Q6585928) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model (Q6617339) (← links)