Pages that link to "Item:Q4790252"
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The following pages link to Adaptive weak approximation of stochastic differential equations (Q4790252):
Displaying 40 items.
- Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Strong representation of an adaptive stochastic approximation procedure (Q1819871) (← links)
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
- An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
- Numerical methods for conservation laws with rough flux (Q2303986) (← links)
- Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
- An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
- A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
- Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Convergence rates for an adaptive dual weighted residual finite element algorithm (Q2502320) (← links)
- Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data (Q2953223) (← links)
- Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- Towards automatic global error control: Computable weak error expansion for the tau-leap method (Q3094134) (← links)
- Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
- Coarse-graining schemes and<i>a posteriori</i>error estimates for stochastic lattice systems (Q3507069) (← links)
- A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
- Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
- A stochastic phase-field model determined from molecular dynamics (Q3577750) (← links)
- On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← links)
- SDE Based Regression for Linear Random PDEs (Q5275045) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- (Q5484125) (← links)
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
