Pages that link to "Item:Q3359716"

The following pages link to Rate of Convergence of the Euler Approximation for Diffusion Processes (Q3359716):

Displaying 47 items.

• On stochastic differential equations with arbitrary slow convergence rates for strong approximation (Q344368) (← links)
• Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
• On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
• The Euler-Maruyama approximation for the absorption time of the CEV diffusion (Q432579) (← links)
• Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
• On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← links)
• Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
• On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
• Rates of convergence to the local time of a diffusion (Q1264268) (← links)
• A note on Euler's approximations (Q1266320) (← links)
• On the rate of convergence of the diffusion approximations (Q1324860) (← links)
• High order Itô-Taylor approximations to heat kernels (Q1384473) (← links)
• Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
• On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion (Q1415886) (← links)
• An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient (Q1676446) (← links)
• Variance reduction for simulated diffusions using control variates extracted from state space evaluations (Q1861991) (← links)
• On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
• Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
• A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
• A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
• Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
• Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
• The Convergence of an Euler Approximation of an Initial Value Problem Is Not Always Obvious (Q2730808) (← links)
• Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents (Q2732339) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
• Numerical Analysis of the Advection-Diffusion of a Solute in Porous Media with Uncertainty (Q2945171) (← links)
• The rate function of hypoelliptic diffusions (Q4308590) (← links)
• Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps (Q4331093) (← links)
• Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
• Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776) (← links)
• Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
• The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
• Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274) (← links)
• Stability of Densities for Perturbed Diffusions and Markov Chains (Q5350278) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
• Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness (Q6107684) (← 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)
• Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
• On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift (Q6570496) (← links)