Pages that link to "Item:Q743014"

The following pages link to A note on tamed Euler approximations (Q743014):

Displaying 49 items.

• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Exponential moments for numerical approximations of stochastic partial differential equations (Q2315123) (← links)
• Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
• Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Convergence of tamed Euler schemes for a class of stochastic evolution equations (Q2629196) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← 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)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• Existence, uniqueness, and numerical approximations for stochastic Burgers equations (Q3298099) (← links)
• $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
• Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703) (← links)
• On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (Q4646879) (← links)
• Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
• Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
• Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
• Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations (Q5028557) (← links)
• A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
• Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space (Q5093647) (← links)
• Dual Space Preconditioning for Gradient Descent (Q5857297) (← links)
• Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
• Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness (Q6107684) (← links)
• (Q6121376) (← links)
• (Q6121996) (← links)
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
• Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations (Q6145205) (← links)
• A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
• Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms (Q6162009) (← links)
• Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (Q6163565) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← 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)
• 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)
• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
• Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← 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)
• Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)
• Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting (Q6640899) (← links)
• Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model (Q6664386) (← links)
• Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)