Pages that link to "Item:Q1726779"
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The following pages link to Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779):
Displaying 6 items.
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
- Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)
