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.

• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
• Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
• Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
• Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (Q2213530) (← links)
• On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
• Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
• An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model (Q2235036) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
• Mean square polynomial stability of numerical solutions to a class of stochastic differential equations (Q2251704) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation (Q2273194) (← links)
• The tamed unadjusted Langevin algorithm (Q2274251) (← links)
• Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions (Q2279451) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← 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)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise (Q2316262) (← links)
• Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
• Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
• Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations (Q2360720) (← links)
• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth (Q2363669) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• Numerical solution to highly nonlinear neutral-type stochastic differential equation (Q2419489) (← links)
• A novel approach to construct numerical methods for stochastic differential equations (Q2453472) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← 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)
• Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• Interacting particle system based estimation of reach probability of general stochastic hybrid systems (Q2677118) (← links)
• Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
• An averaged space-time discretization of the stochastic \(p\)-Laplace system (Q2690326) (← links)
• Convergence of moments of tau leaping schemes for unbounded Markov processes on integer lattices (Q2788629) (← links)