Pages that link to "Item:Q2360241"

The following pages link to Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241):

Displaying 26 items.

• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
• On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
• Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
• On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
• Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
• Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
• Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
• A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
• On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← 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)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
• Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
• The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (Q4607788) (← links)
• Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
• Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011) (← links)
• Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts (Q6058942) (← links)
• Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)
• Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← 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)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)