Pages that link to "Item:Q3330242"

The following pages link to Difference methods for stochastic differential equations with discontinuous coefficients (Q3330242):

Displaying 4 items.

• A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems (Q1086915) (← links)
• The Euler scheme with irregular coefficients (Q1872290) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• Difference Methods for Stochastic Partial Differential Equations (Q4795222) (← links)