Pages that link to "Item:Q2360241"
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The following pages link to Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241):
Displaying 35 items.
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients (Q826729) (← links)
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190) (← links)
- The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (Q4607788) (← links)
- Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions (Q4964092) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011) (← links)
- Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts (Q6058942) (← links)
- Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness (Q6107684) (← links)
- Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (Q6157440) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
- On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift (Q6570496) (← links)
- Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (Q6606033) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
