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The following pages link to Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600):
Displaying 5 items.
- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
- Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering (Q2174790) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- (Q4721328) (← links)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)