Pages that link to "Item:Q5374160"

The following pages link to KMT Theory Applied to Approximations of SDE (Q5374160):

Displaying 9 items.

• The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
• Approximation of SDE solutions using local asymptotic expansions (Q2093297) (← links)
• Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (Q2135071) (← links)
• The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
• An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
• THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM (Q5204540) (← links)
• Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
• Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) (← links)
• High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)