Pages that link to "Item:Q1915841"
From MaRDI portal
The following pages link to Strong approximations for stochastic differential equations with boundary conditions (Q1915841):
Displaying 10 items.
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise (Q2062275) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
- An estimate of the error for strong solutions of stochastic differential equations (Q3598769) (← links)
- Weak approximations. A Malliavin calculus approach (Q4517515) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
