Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients

Documenti analoghi

• Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
  di: Pang, Chenxu, et al.
  Pubblicazione: (2023)
• Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
  di: Wu, Xiaoming, et al.
  Pubblicazione: (2024)
• Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
  di: Pang, Chenxu, et al.
  Pubblicazione: (2023)
• Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
  di: Bao, Jianhai, et al.
  Pubblicazione: (2025)
• Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
  di: Jiang, Yingsong, et al.
  Pubblicazione: (2025)