Pages that link to "Item:Q519728"
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The following pages link to Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient (Q519728):
Displaying 14 items.
- Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779) (← links)
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
- Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
- Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q6617015) (← links)
