Pages that link to "Item:Q4668006"
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The following pages link to A symmetrized Euler scheme for an efficient approximation of reflected diffusions (Q4668006):
Displaying 37 items.
- Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow (Q1697419) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Euler scheme for reflected stochastic differential equations (Q1897665) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Zero-diffusion limit for aggregation equations over bounded domains (Q2171892) (← links)
- Adaptive density estimation on bounded domains under mixing conditions (Q2188474) (← links)
- Stochastic finite differences for elliptic diffusion equations in stratified domains (Q2228762) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- Invasion and adaptive evolution for individual-based spatially structured populations (Q2460416) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
- Multivalued monotone stochastic differential equations with jumps (Q2977582) (← links)
- Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- On Constrained Langevin Equations and (Bio)Chemical Reaction Networks (Q4627441) (← links)
- Level sets and drift estimation for reflected Brownian motion with drift (Q4986361) (← links)
- A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions (Q5048569) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- Panel Data Analysis via Mechanistic Models (Q5120656) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Exact Monte Carlo simulation of killed diffusions (Q5387088) (← links)
- Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614) (← links)
- Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence (Q5429617) (← links)
- On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry (Q5882864) (← links)
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions (Q6104015) (← links)
- Efficient Bayesian Computation for Low-Photon Imaging Problems (Q6168337) (← links)
- Can one hear the shape of a target zone? (Q6170032) (← links)
- Home-range estimation under a restricted sample scheme (Q6611242) (← links)
- A stochastic approach for elliptic problems in perforated domains (Q6639325) (← links)
- Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization (Q6671887) (← links)
