Pages that link to "Item:Q2627870"

The following pages link to Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients (Q2627870):

Displaying 15 items.

• The Poisson equation and estimates for distances between stationary distributions of diffusions (Q1661605) (← links)
• A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
• \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions (Q2066937) (← links)
• Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
• Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
• Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
• Математические модели стохастической динамики развития предприятий (Q3387850) (← links)
• Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
• Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients (Q4986425) (← links)
• Модели стохастической динамики развития производственных предприятий с запаздывающими внутренними и внешними инвестициями (Q5066531) (← links)
• Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
• Stability of Densities for Perturbed Diffusions and Markov Chains (Q5350278) (← links)
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← 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)