Pages that link to "Item:Q6174717"
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The following pages link to Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717):
Displaying 9 items.
- Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance (Q379049) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
- Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
- Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients (Q6635676) (← links)
- An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)
