Pages that link to "Item:Q5429606"
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The following pages link to A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606):
Displaying 14 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
- On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients (Q5497098) (← links)
- On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197) (← links)
- General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
