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Found 55 Documents (Results 1–55)

On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient. (English. French summary) Zbl 1494.65006

MSC:  65C30 60H10 60H35
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Constructive quantization and multilevel algorithms for quadrature of stochastic differential equations. (English) Zbl 1317.65029

Dahlke, Stephan (ed.) et al., Extraction of quantifiable information from complex systems. Cham: Springer (ISBN 978-3-319-08158-8/hbk; 978-3-319-08159-5/ebook). Lecture Notes in Computational Science and Engineering 102, 109-132 (2014).
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