Pages that link to "Item:Q2515937"
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The following pages link to Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q2515937):
Displaying 10 items.
- The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
- Evolution of the Wasserstein distance between the marginals of two Markov processes (Q1708973) (← links)
- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity (Q2137032) (← links)
- The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (Q2280028) (← links)
- Improved local approximation for multidimensional diffusions: The G-rates (Q3386926) (← links)
- HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX (Q5035343) (← links)
- Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q6251884) (← links)
- An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)
- Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) (Q6615464) (← links)
