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 41 items.

• Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (Q4595786) (← 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)
• Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation (Q4635514) (← 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)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← 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)
• Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777) (← links)
• Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space (Q5093647) (← links)
• Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities (Q5109466) (← links)
• On the continuous time limit of the ensemble Kalman filter (Q5131002) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310) (← links)
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
• Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise (Q5864054) (← links)
• Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis (Q5886219) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)
• An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
• Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods (Q6096991) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
• Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
• Random periodic solutions of SDEs: existence, uniqueness and numerical issues (Q6144072) (← 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)
• Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (Q6163565) (← links)
• Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)
• An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← 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)
• Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
• Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
• Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model (Q6633286) (← links)