Pages that link to "Item:Q1884833"
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The following pages link to Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833):
Displaying 19 items.
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Complexity of Banach space valued and parametric stochastic Itô integration (Q2396717) (← links)
- Complexity of stochastic integration in Sobolev classes (Q2633847) (← links)
- On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)
- (Q5713268) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Computational solution of stochastic differential equations (Q6607906) (← links)
