Pages that link to "Item:Q6165526"

The following pages link to Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526):

Displaying 8 items.

• Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2814094) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)