Pages that link to "Item:Q329029"

The following pages link to On the pathwise approximation of stochastic differential equations (Q329029):

Displaying 21 items.

• Rough path recursions and diffusion approximations (Q259589) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199) (← links)
• Pathwise estimation of the stochastic functional Kolmogorov-type system (Q924047) (← links)
• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations (Q1731605) (← links)
• Stochastic functional differential equations and sensitivity to their initial path (Q1733943) (← links)
• Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (Q1748060) (← links)
• The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
• Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
• Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
• Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size (Q2223875) (← links)
• Sample path approximation for a class of stochastic systems (Q2785862) (← links)
• Adaptive weak approximation of stochastic differential equations (Q4790252) (← links)
• The Stochastic Differential Equation Approach to Analysis on Path Space (Q4906095) (← links)
• Path-Dependent SDEs in Hilbert Spaces (Q5038298) (← links)
• A path-integral approximation for non-linear diffusions (Q5215434) (← links)
• Optimal extension to Sobolev rough paths (Q6072426) (← links)
• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)