Pages that link to "Item:Q2179625"
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The following pages link to On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625):
Displaying 29 items.
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes (Q2137817) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← 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)
- Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift (Q5889035) (← links)
- Continuous functions with impermeable graphs (Q6073281) (← links)
- On mixed fractional stochastic differential equations with discontinuous drift coefficient (Q6102055) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556) (← links)
- Strong approximation of Bessel processes (Q6164838) (← links)
- On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift (Q6570496) (← links)
- Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (Q6606033) (← links)
- Applications of Fokker Planck equations in machine learning algorithms (Q6613483) (← 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)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
