Pages that link to "Item:Q1758408"
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The following pages link to Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations (Q1758408):
Displaying 8 items.
- Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
- Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
- Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
