Pages that link to "Item:Q1709650"
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The following pages link to Optimal strong approximation of the one-dimensional squared Bessel process (Q1709650):
Displaying 10 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)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Strong approximation of Bessel processes (Q6164838) (← links)
- Mean-reverting schemes for solving the CIR model (Q6175251) (← links)
- The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
