Pages that link to "Item:Q2514486"
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The following pages link to On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion (Q2514486):
Displaying 13 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Stochastic serotonin model with discontinuous drift (Q2140061) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- On a maximal inequality and its application to SDEs with singular drift (Q2182634) (← links)
- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients (Q2234896) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- Optimal control of an energy storage facility under a changing economic environment and partial information (Q2814673) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Time-inconsistent view on a dividend problem with penalty (Q6096077) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
