Pages that link to "Item:Q4923211"
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The following pages link to The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q4923211):
Displaying 14 items.
- Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
- Quasi-sure convergence rate of Euler scheme for stochastic differential equations (Q467636) (← links)
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
- Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q765113) (← links)
- Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients (Q1769305) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112) (← links)
- On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
- Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients (Q2321055) (← links)
- Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
- Convergence of the Euler scheme for a class of stochastic differential equations (Q2720356) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
- The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (Q4716056) (← links)
