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The following pages link to The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700):
Displaying 22 items.
- The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations (Q2008402) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- 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)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
- Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients (Q2321055) (← links)
- Asymptotic stability of a stochastic age-structured cooperative Lotka-Volterra system with Poisson jumps (Q5060729) (← links)
- (Q5195357) (← links)
- Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
- The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
- Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model (Q6167767) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
- Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q6595226) (← links)
- An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q6617015) (← links)