Pages that link to "Item:Q1639671"
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The following pages link to Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671):
Displaying 15 items.
- On the time evolution of Bernstein processes associated with a class of parabolic equations (Q1671077) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane (Q2184602) (← links)
- Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
- Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients (Q2671525) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642) (← links)
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
- The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary (Q6123184) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
