Pages that link to "Item:Q4378097"
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The following pages link to Weak rate of convergence for an Euler scheme of nonlinear SDE’s (Q4378097):
Displaying 15 items.
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (Q1408179) (← links)
- Rate of convergence of a particle method to the solution of the McKean-Vlasov equation (Q1872380) (← links)
- Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises (Q2112269) (← links)
- A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
- On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws (Q4452161) (← links)
- Weak approximations. A Malliavin calculus approach (Q4517515) (← links)
- On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient (Q5038290) (← links)
- Importance sampling for McKean-Vlasov SDEs (Q6106020) (← links)
