Pages that link to "Item:Q914253"
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The following pages link to The rate of convergence for approximate solutions of stochastic differential equations (Q914253):
Displaying 35 items.
- On stochastic differential equations with arbitrary slow convergence rates for strong approximation (Q344368) (← links)
- Some analytic approximations for neutral stochastic functional differential equations (Q618045) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- On the rate of convergence of the diffusion approximations (Q1324860) (← links)
- Simulation of stochastic differential equations (Q1335342) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- The implementation of Milstein scheme in two-dimensional SDEs using the Fourier method (Q1667600) (← links)
- Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
- An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
- Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
- The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms (Q2194701) (← links)
- An invariance principle for the stochastic heat equation (Q2315125) (← links)
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory (Q2325371) (← links)
- Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables (Q2335225) (← links)
- Rate of convergence of local linearization schemes for random differential equations (Q2391028) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- On polynomial mixing and convergence rate for stochastic difference and differential equations (Q2711125) (← links)
- Stochastic models for Chladni figures (Q2806116) (← links)
- Convergence of stochastic approximation procedure in asymptotic small diffusion schema (Q2850887) (← links)
- Pathwise convergence rate for numerical solutions of stochastic differential equations (Q2882363) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- (Q3074246) (← links)
- Approximation for the solutions of stochastic differential equations. i: l<sup>p</sup>-convergence (Q3471284) (← links)
- A Theorem on the Order of Convergence of Mean-Square Approximations of Solutions of Systems of Stochastic Differential Equations (Q3802334) (← links)
- (Q3997920) (← links)
- Convergence of discretized stochastic (interest rate) processes with stochastic drift term (Q4231211) (← links)
- Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (Q4378960) (← links)
- On estimate of convergence rate to Ito’s equation. The case of uniform strong intermixing (Q4490319) (← links)
- On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions (Q4646879) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX (Q5035343) (← links)
- THE IMPLEMENTATION OF MILSTEIN SCHEME IN TWO-DIMENSIONAL SDES USING NON-DEGENERACY FOR THE DIFFUSION TERM (Q5204540) (← links)
- (Q5439732) (← links)
- Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time (Q5477166) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
