Pages that link to "Item:Q2724993"
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The following pages link to Efficient schemes for the weak approximation of reflected diffusions (Q2724993):
Displaying 18 items.
- An approximation scheme for reflected stochastic differential equations (Q550161) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Penalization schemes for reflecting stochastic differential equations (Q1380399) (← links)
- Discretization of a class of reflected diffusion processes (Q1897663) (← links)
- Weak and strong approximations of reflected diffusions via penalization methods (Q1940231) (← links)
- An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients (Q2116492) (← links)
- A partially reflecting random walk on spheres algorithm for electrical impedance tomography (Q2374877) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
- Numerical approaches to a stochastic logistic model with reflection (Q2814506) (← links)
- Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains (Q3110355) (← links)
- Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures (Q4484730) (← links)
- A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary (Q4504225) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
