Pages that link to "Item:Q3973613"

The following pages link to Wong-Zakai corrections, random evolutions, and simulation schemes for SDE's (Q3973613):

Displaying 50 items.

• A functional central limit theorem for a Markov-modulated infinite-server queue (Q267884) (← links)
• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
• Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
• Poisson and diffusion approximation of stochastic master equations with control (Q625052) (← links)
• Limit theorem for random walk in weakly dependent random scenery (Q629792) (← links)
• Discretization error of stochastic integrals (Q640062) (← links)
• When and how an error yields a Dirichlet form (Q860788) (← links)
• Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
• Realized volatility with stochastic sampling (Q981001) (← links)
• Milstein's type schemes for fractional SDEs (Q985345) (← links)
• Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems (Q988680) (← links)
• First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
• Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds (Q1296778) (← links)
• Diffusion approximations for random walks on nilpotent Lie groups (Q1304063) (← links)
• Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations (Q1346163) (← links)
• The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
• Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations (Q1633128) (← links)
• The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations (Q1720279) (← links)
• First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (Q1737956) (← links)
• Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients (Q1805773) (← links)
• Explicit form and robustness of martingale representations. (Q1872167) (← links)
• Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
• The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
• Weak convergence to the multiple Stratonovich integral. (Q1879495) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
• Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
• Wong-Zakai approximations and center manifolds of stochastic differential equations (Q2013919) (← links)
• Conjugate dynamics on center-manifolds for stochastic partial differential equations (Q2187182) (← links)
• Wong-Zakai approximations and asymptotic behavior of stochastic Ginzburg-Landau equations (Q2211526) (← links)
• Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\) (Q2222765) (← links)
• Wong-Zakai approximations and long term behavior of stochastic partial differential equations (Q2318462) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
• Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains (Q2410315) (← links)
• Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
• On error operators related to the arbitrary functions principle (Q2460022) (← links)
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
• Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
• Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
• An extension to the Wiener space of the arbitrary functions principle (Q2504719) (← links)
• On reflected Stratonovich stochastic differential equations (Q2512855) (← links)
• Existence, uniqueness and approximation of a stochastic Schrödinger equation: The diffusive case (Q2519685) (← links)
• Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
• Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• Wong–Zakai approximations and long term behavior of stochastic FitzHugh–Nagumo system (Q3383787) (← links)