Pages that link to "Item:Q5938583"
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The following pages link to The optimal discretization of stochastic differential equations (Q5938583):
Displaying 50 items.
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- A Milstein-based free knot spline approximation for stochastic differential equations (Q657649) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← 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)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
- On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Free-knot spline approximation of stochastic processes (Q2465309) (← links)
- Complexity of stochastic integration in Sobolev classes (Q2633847) (← links)
- An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations (Q2877380) (← links)
- Discrete approximation of stochastic differential equations (Q2897875) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- Pathwise accuracy and ergodicity of metropolized integrators for SDEs (Q3550768) (← links)
- Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
- Nonlinear Lebesgue and Itô integration problems of high complexity (Q5946395) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
