Pages that link to "Item:Q2428108"
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The following pages link to Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108):
Displaying 25 items.
- Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872) (← links)
- Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation (Q1724003) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
- \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions (Q2279451) (← links)
- Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
- Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems'' (Q2312669) (← links)
- Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (Q2315868) (← links)
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
- Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics (Q3462229) (← links)
- (Q5196518) (← links)
- Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift (Q6046200) (← links)
- Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion (Q6173549) (← links)
