Pages that link to "Item:Q743014"

The following pages link to A note on tamed Euler approximations (Q743014):

Displaying 50 items.

• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
• Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions (Q827086) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
• Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
• On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
• Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
• Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779) (← links)
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations (Q1756954) (← links)
• Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
• Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model (Q2029434) (← links)
• On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741) (← links)
• Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
• Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials (Q2083423) (← links)
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• The numerical approximation to a stochastic age-structured HIV/AIDS model with nonlinear incidence rates (Q2160302) (← links)
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations (Q2216483) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← 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)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• The tamed unadjusted Langevin algorithm (Q2274251) (← links)