Pages that link to "Item:Q3813265"

The following pages link to Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution (Q3813265):

Displaying 38 items.

• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
• On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
• A weak second-order split-step method for numerical simulations of stochastic differential equations (Q466817) (← links)
• On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
• Weak approximation of the stochastic wave equation (Q711221) (← links)
• Error estimates for the binomial approximation of American put options (Q1296626) (← links)
• The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
• Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
• A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations (Q1872347) (← links)
• The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
• Uniformly accurate schemes for drift-oscillatory stochastic differential equations (Q2165880) (← links)
• First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
• Push-forward method for piecewise deterministic biochemical simulations (Q2238203) (← links)
• Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
• Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
• Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404) (← links)
• From rough path estimates to multilevel Monte Carlo (Q2807285) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
• Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
• High order discretization schemes for the CIR process: Application to affine term structure and Heston models (Q3584774) (← links)
• Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
• (Q3997920) (← links)
• Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups (Q4813589) (← links)
• Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations (Q4961776) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
• Numerical Analysis of the Midpoint Scheme for the Generalized Benjamin-Bona-Mahony Equation with White Noise Dispersion (Q5161704) (← links)
• Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050) (← links)
• On the discretization in time of parabolic stochastic partial differential equations (Q5890474) (← links)
• Second order weak Runge-Kutta type methods for Itô equations (Q5944018) (← links)
• Euler scheme for solutions of a countable system of stochastic differential equations (Q5953977) (← links)
• Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime (Q6075446) (← links)
• Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (Q6197999) (← 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)