Pages that link to "Item:Q871363"
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The following pages link to A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient (Q871363):
Displaying 19 items.
- Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching (Q272472) (← links)
- Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic (Q329115) (← links)
- Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient (Q892731) (← links)
- An existence theorem for stochastic functional differential equations with delays under weak assumptions (Q956352) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Stochastic serotonin model with discontinuous drift (Q2140061) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
- Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
- A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587) (← links)
- On weak uniqueness for some diffusions with discontinuous coefficients (Q2485782) (← links)
- On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion (Q2514486) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Optimal control of an energy storage facility under a changing economic environment and partial information (Q2814673) (← links)
- Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift (Q2833700) (← links)
- Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005) (← links)
- Mean-field stochastic differential equations with a discontinuous diffusion coefficient (Q6064076) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
