Pages that link to "Item:Q2138404"
From MaRDI portal
The following pages link to Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404):
Displaying 14 items.
- Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
- On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion (Q1415886) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- Rate of Convergence of the Euler Approximation for Diffusion Processes (Q3359716) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts (Q6058942) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
- Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (Q6606033) (← links)
