Pages that link to "Item:Q2405375"
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The following pages link to Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375):
Displaying 11 items.
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients (Q4986425) (← links)
