Pages that link to "Item:Q2944996"

The following pages link to Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996):

Displaying 50 items.

• Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
• The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
• Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
• An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
• Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations (Q480036) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
• On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
• A posteriori error estimates for non-stationary non-linear convection-diffusion equations (Q723567) (← links)
• On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
• First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
• Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions (Q827086) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
• Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
• On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817) (← links)
• Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
• On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
• Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (Q1713194) (← links)
• Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift (Q1722519) (← links)
• Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• A note on the partially truncated Euler-Maruyama method (Q1748428) (← links)
• Mini-workshop: Stochastic differential equations: regularity and numerical analysis in finite and infinite dimensions. Abstracts from the mini-workshop held February 5--11, 2017 (Q1749564) (← links)
• Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations (Q1756954) (← links)
• Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q1758398) (← links)
• Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients (Q1769305) (← links)
• Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
• Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
• On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
• A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
• Koopman operator spectrum for random dynamical systems (Q2022704) (← links)
• On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741) (← links)
• Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
• On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations (Q2042083) (← links)
• Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)