Pages that link to "Item:Q3504215"
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The following pages link to Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations (Q3504215):
Displaying 15 items.
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
- Learning non-parametric basis independent models from point queries via low-rank methods (Q741260) (← links)
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (Q1737953) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- An estimate of the error for strong solutions of stochastic differential equations (Q3598769) (← links)
- On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (Q4646879) (← links)
- Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)
- The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (Q5963454) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Optimal pointwise approximation of anticipating SDEs (Q6120365) (← links)
