Pages that link to "Item:Q527458"
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The following pages link to First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458):
Displaying 12 items.
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- On mean numbers of passage times in small balls of discretized Itô processes (Q1038968) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Error estimation and uncertainty quantification for first time to a threshold value (Q2660604) (← links)
- Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
- A mathematical framework for exact milestoning (Q2806409) (← links)
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
- Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
