Pages that link to "Item:Q5085849"
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The following pages link to On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes (Q5085849):
Displaying 20 items.
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
- Approximation of heavy-tailed distributions via stable-driven SDEs (Q2040106) (← links)
- Sharpness of Lenglart's domination inequality and a sharp monotone version (Q2064872) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises (Q2112269) (← links)
- On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496) (← links)
- Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
- Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one (Q2667591) (← links)
- The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (Q4607788) (← links)
- Weak Approximations for SDE’s Driven by Lévy Processes (Q5746520) (← links)
- Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011) (← links)
- Hellinger and total variation distance in approximating Lévy driven SDEs (Q6104024) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
- On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift (Q6570496) (← links)
- Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift (Q6606033) (← links)