Pages that link to "Item:Q2381971"
From MaRDI portal
The following pages link to An adaptive scheme for the approximation of dissipative systems (Q2381971):
Displaying 28 items.
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
- A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Adaptive solution of the master equation in low dimensions (Q960298) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
- Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
- Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
- A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
- Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Conservative-dissipative approximation schemes for a generalized Kramers equation (Q2931045) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
- Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
- Adaptive damping for dynamic relaxation problems with non-monotonic spectral response (Q4805665) (← links)
- Weak backward error analysis for overdamped Langevin processes (Q5249717) (← links)
- (Q5702451) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
- Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)
