Pages that link to "Item:Q2496506"
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The following pages link to Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506):
Displaying 6 items.
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- Efficient discretisation of stochastic differential equations (Q5086518) (← links)
- Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion (Q6660188) (← links)
