Pages that link to "Item:Q1872290"

The following pages link to The Euler scheme with irregular coefficients (Q1872290):

Displaying 50 items.

• Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• Computing deltas without derivatives (Q522065) (← links)
• Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
• Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
• Approximating exit times of continuous Markov processes (Q784312) (← links)
• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
• Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
• On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
• Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
• On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
• Solution to a stochastic 3D nonlocal Cahn-Hilliard-Navier-Stokes model with shear dependent viscosity via a splitting-up method (Q2075816) (← links)
• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
• A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
• On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
• Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
• An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
• A high order time discretization of the solution of the non-linear filtering problem (Q2219502) (← links)
• Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
• Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
• Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients (Q2285767) (← links)
• An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
• Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
• Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
• A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
• Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
• Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811) (← links)
• Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
• Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
• Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
• Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
• The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (Q4607788) (← links)
• Nonnegativity preserving convergent schemes for stochastic porous-medium equations (Q4612560) (← links)
• Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
• Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
• Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)