Pages that link to "Item:Q2192675"
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The following pages link to Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675):
Displaying 4 items.
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- An estimate of the error for strong solutions of stochastic differential equations (Q3598769) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)