Pages that link to "Item:Q765113"

The following pages link to Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q765113):

Displaying 5 items.

• Optimal control in diffusion stochastic nonlinear functional-differential ITO equations with Markov parameters and external Markov switching (Q334251) (← links)
• The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955) (← links)
• Strong approximations for stochastic differential equations with boundary conditions (Q1915841) (← links)
• The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (Q4716056) (← links)
• The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q4923211) (← links)