Pages that link to "Item:Q3437239"
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The following pages link to Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data (Q3437239):
Displaying 5 items.
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations (Q2091299) (← links)
- Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
- Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865) (← links)
- A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations (Q4976114) (← links)