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.

• Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
• An introduction to multilevel Monte Carlo for option valuation (Q2804491) (← links)
• High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2814094) (← links)
• On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
• Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
• Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
• A Strongly Convergent Numerical Scheme from Ensemble Kalman Inversion (Q4581770) (← 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)
• Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers (Q4627437) (← links)
• Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets (Q4635245) (← links)
• On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (Q4646879) (← links)
• Computational Complexity Analysis for Monte Carlo Approximations of Classically Scaled Population Processes (Q4689147) (← links)
• The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q4916362) (← 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)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• STRONG CONVERGENCE FOR EULER–MARUYAMA AND MILSTEIN SCHEMES WITH ASYMPTOTIC METHOD (Q4979887) (← links)
• Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
• A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
• The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226) (← links)
• Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777) (← links)
• (Q5038019) (← links)
• An eddifying Stommel model: fast eddy effects in a two-box ocean (Q5065645) (← links)
• Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436) (← links)
• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise (Q5079521) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
• Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
• Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space (Q5093647) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• Stochastic approach to non-equilibrium quantum spin systems (Q5235230) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
• Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition (Q5496213) (← links)
• The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
• Non-equilibrium quantum spin dynamics from classical stochastic processes (Q5856220) (← links)
• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402) (← links)
• Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis (Q5886219) (← links)
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
• Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence (Q6046234) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise (Q6049262) (← links)
• Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case (Q6050011) (← links)
• On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (Q6050120) (← links)
• Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220) (← links)
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)