Pages that link to "Item:Q2267543"
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The following pages link to Stopped diffusion processes: boundary corrections and overshoot (Q2267543):
Displaying 36 items.
- An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095) (← links)
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- A multigrid-like algorithm for probabilistic domain decomposition (Q521522) (← links)
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- The PDD method for solving linear, nonlinear, and fractional PDEs problems (Q2050309) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning (Q2157396) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- A mathematical framework for exact milestoning (Q2806409) (← links)
- The binomial interpolated lattice method for step double barrier options (Q2929371) (← links)
- Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation (Q3194569) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523) (← links)
- Newton Method for Stochastic Control Problems (Q5039281) (← links)
- Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) (← links)
- Stochastic Methods for Solving High-Dimensional Partial Differential Equations (Q5117925) (← links)
- Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352) (← links)
- SDE Based Regression for Linear Random PDEs (Q5275045) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
- A hybrid probabilistic domain decomposition algorithm suited for very large-scale elliptic PDEs (Q6052340) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
- Iterative schemes for probabilistic domain decomposition (Q6491443) (← links)
- Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk (Q6549628) (← links)
