Pages that link to "Item:Q1327545"
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The following pages link to On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545):
Displaying 38 items.
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- Reflected rough differential equations (Q491926) (← links)
- Stochastic dynamics of the multi-state voter model over a network based on interacting cliques and zealot candidates (Q744575) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
- The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955) (← links)
- Projection scheme for stochastic differential equations with convex constraints. (Q1877506) (← links)
- Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
- Some remarks on approximation of solutions of SDE's with reflecting boundary conditions (Q1897664) (← links)
- Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
- Approximations for stochastic differential equations with reflecting convex boundaries (Q1904549) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Strong approximations for stochastic differential equations with boundary conditions (Q1915841) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces (Q2447733) (← links)
- On reflected Stratonovich stochastic differential equations (Q2512855) (← links)
- Study of a rheological model with a friction term and a cubic term: deterministic and stochastic cases (Q2565715) (← links)
- On reflection with two-sided jumps (Q2664523) (← links)
- On the -distance between semimartingales reflecting in different domains> (Q2706907) (← links)
- Statistical modelling of solutions of stochastic differential equations with reflection of trajectories from the boundary (Q2730695) (← links)
- Multivalued monotone stochastic differential equations with jumps (Q2977582) (← links)
- On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)
- Approximating systems of differential equations with random inputs or boundary conditions (Q4395796) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- Approximating and Simulating Multivalued Stochastic Differential Equations (Q4652911) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- Stochastic Theta Method for a Reflected Stochastic Differential Equation (Q4979797) (← links)
- Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (Q5293309) (← links)
- Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II (Q5374154) (← links)
- Coupled stochastic systems of Skorokhod type: Well‐posedness of a mathematical model and its applications (Q6140734) (← links)
- On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps (Q6178521) (← links)
- A stochastic approach for elliptic problems in perforated domains (Q6639325) (← links)
- Data-driven rules for multidimensional reflection problems (Q6645137) (← links)
