Pages that link to "Item:Q1722519"
From MaRDI portal
The following pages link to Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift (Q1722519):
Displaying 16 items.
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
- Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
- Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations (Q2080634) (← links)
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← 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)
- Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
- An adaptive Euler-Maruyama scheme for SDEs: convergence and stability (Q5294120) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
- Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040) (← links)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
