Pages that link to "Item:Q2360711"
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The following pages link to Optimal pointwise approximation of SDE's from inexact information (Q2360711):
Displaying 15 items.
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- Optimal approximation of stochastic integrals in analytic noise model (Q2009523) (← links)
- Randomized Runge-Kutta method -- stability and convergence under inexact information (Q2041068) (← links)
- On the randomized Euler schemes for ODEs under inexact information (Q2084257) (← links)
- Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772) (← links)
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Euler scheme for approximation of solution of nonlinear ODEs under inexact information (Q6064949) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme (Q6131507) (← links)
