Pages that link to "Item:Q2944996"

The following pages link to Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996):

Displaying 50 items.

• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
• Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations (Q2080634) (← links)
• Dynamics and approximation of positive solution of the stochastic SIS model affected by air pollutants (Q2086824) (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
• Strong \(L^2\) convergence of time Euler schemes for stochastic 3D Brinkman-Forchheimer-Navier-Stokes equations (Q2093305) (← links)
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
• Discrete gradient flow approximations of high dimensional evolution partial differential equations via deep neural networks (Q2108629) (← links)
• ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
• Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (Q2213530) (← links)
• Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations (Q2216483) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• A fast convergent numerical method for matrix sign function with application in SDEs (Q2255727) (← links)
• Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation (Q2273194) (← links)
• The tamed unadjusted Langevin algorithm (Q2274251) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
• Exponential moments for numerical approximations of stochastic partial differential equations (Q2315123) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156) (← links)
• Convergence of tamed Euler schemes for a class of stochastic evolution equations (Q2629196) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
• Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
• Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• A Lie algebraic approach to numerical integration of stochastic differential equations (Q2780557) (← links)
• A non-standard-Euler–Maruyama scheme (Q2804523) (← links)
• On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
• An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
• Stochastic dynamics for inextensible fibers in a spatially semi-discrete setting (Q2970119) (← links)
• Existence, uniqueness, and numerical approximations for stochastic Burgers equations (Q3298099) (← links)
• A Strongly Convergent Numerical Scheme from Ensemble Kalman Inversion (Q4581770) (← links)