Pages that link to "Item:Q1872290"
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The following pages link to The Euler scheme with irregular coefficients (Q1872290):
Displaying 13 items.
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (Q5126527) (← links)
- On a symmetrization of diffusion processes (Q5245460) (← links)
- Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift (Q5270096) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients (Q5497098) (← links)
- Euler scheme for solutions of a countable system of stochastic differential equations (Q5953977) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
- Splitting for some classes of homeomorphic and coalescing stochastic flows (Q6617085) (← links)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
