Pages that link to "Item:Q1769305"

The following pages link to Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients (Q1769305):

Displaying 22 items.

• A numerical method for SDEs with discontinuous drift (Q285276) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
• A new numerical scheme for the CIR process (Q500385) (← links)
• Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
• Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations (Q1675989) (← links)
• The Euler scheme with irregular coefficients (Q1872290) (← links)
• The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
• Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
• Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients (Q2042043) (← links)
• Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• (Q3025987) (← links)
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
• Euler Scheme for a Stochastic Goursat Problem (Q3158137) (← links)
• Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
• Two variants of a stochastic Euler method for homogeneous balance differential equations * (Q4655073) (← links)
• The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q4923211) (← links)
• Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
• (Q4998209) (← links)
• Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence (Q5429617) (← links)