Pages that link to "Item:Q1633628"
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The following pages link to On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628):
Displaying 11 items.
- On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
- On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741) (← links)
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations (Q2216483) (← links)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
- Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
- A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model (Q6617339) (← links)