Pages that link to "Item:Q1684814"

The following pages link to Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814):

Displaying 24 items.

• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
• Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
• Strong order one convergence of a drift implicit Euler scheme: application to the CIR process (Q1950672) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
• Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
• On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
• Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430) (← links)
• Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times (Q2963686) (← links)
• Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process (Q5857310) (← links)
• Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
• Monte Carlo simulation of SDEs using GANs (Q6072362) (← links)
• An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
• The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
• Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841) (← links)
• Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
• The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
• Mean-reverting schemes for solving the CIR equation (Q6610850) (← links)
• Implicit Milstein schemes: preservation of properties when solving the CIR equation (Q6610851) (← links)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
• On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)