The following pages link to Graeme D. Chalmers (Q933116):
Displayed 3 items.
- Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes (Q933117) (← links)
- Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation (Q3558684) (← links)
- First and second moment reversion for a discretized square root process with jumps (Q5305973) (← links)