Pages that link to "Item:Q5085216"
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The following pages link to Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216):
Displaying 8 items.
- A note on tamed Euler approximations (Q743014) (← links)
- Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift (Q1722519) (← links)
- Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
- Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
- An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
