Pages that link to "Item:Q5293309"
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The following pages link to Euler's Approximations of Weak Solutions of Reflecting SDEs with Discontinuous Coefficients (Q5293309):
Displaying 9 items.
- On approximation of solutions of multidimensional SDE's with reflecting boundary conditions (Q1327545) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
- An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients (Q2116492) (← links)
- On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients (Q2339570) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients (Q3184383) (← links)
- Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (Q4910541) (← links)
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642) (← links)
