Pages that link to "Item:Q1769404"
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The following pages link to Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404):
Displaying 32 items.
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
- Linear information for approximation of the Itô integrals (Q1047177) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← 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)
- Optimal approximation of Skorohod integrals (Q1745263) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
- On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Model-adaptive optimal discretization of stochastic integrals (Q5086427) (← links)
- Efficient discretisation of stochastic differential equations (Q5086518) (← links)
- Optimal Approximation of the Second Iterated Integral of Brownian Motion (Q5421610) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Optimal pointwise approximation of anticipating SDEs (Q6120365) (← links)
- Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations (Q6567122) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
