Pages that link to "Item:Q5024877"
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The following pages link to A strong order <b>3</b>/<b>4</b> method for SDEs with discontinuous drift coefficient (Q5024877):
Displaying 14 items.
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- Continuous functions with impermeable graphs (Q6073281) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556) (← links)
- Monte Carlo convergence rates for \(k\)th moments in Banach spaces (Q6184844) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
- A strong order $3/4$ method for SDEs with discontinuous drift coefficient (Q6317466) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
- A Skorohod measurable universal functional representation of solutions to semimartingale SDEs (Q6668713) (← links)
