Pages that link to "Item:Q670738"
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The following pages link to Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738):
Displaying 15 items.
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← 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)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- An adaptive splitting method for the Cox-Ingersoll-Ross process (Q6101788) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
- Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients (Q6292952) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
