Pages that link to "Item:Q5857310"
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The following pages link to Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process (Q5857310):
Displaying 20 items.
- Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Strong order one convergence of a drift implicit Euler scheme: application to the CIR process (Q1950672) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
- The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model (Q2122043) (← links)
- The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
- An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions (Q2271413) (← links)
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
- Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430) (← links)
- An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
- Multilevel Monte Carlo using approximate distributions of the CIR process (Q6157841) (← links)
- Strong convergence rate of implicit Euler scheme to a CIR model with delay (Q6169226) (← links)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
- The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
- Approximating inverse cumulative distribution functions to produce approximate random variables (Q6601383) (← links)
