The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2007.03.027 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1988067132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of numerical methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure exponential stability of neutral stochastic differential difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solutions of stochastic differential delay equations under local Lipschitz condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to the numerical analysis of stochastic delay differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous \(\Theta\)-methods for the stochastic pantograph equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5479951 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for nonlinear stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability with Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998788 / rank
 
Normal rank

Latest revision as of 03:04, 3 July 2024

scientific article
Language Label Description Also known as
English
The semi-implicit Euler method for stochastic differential delay equation with jumps
scientific article

    Statements

    The semi-implicit Euler method for stochastic differential delay equation with jumps (English)
    0 references
    0 references
    0 references
    0 references
    1 September 2010
    0 references
    stochastic differential delay equations
    0 references
    Poisson jump
    0 references
    continuous \(\theta \)-method
    0 references
    mean-square convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references