Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383): Difference between revisions

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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Q5479951
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+The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
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+The semi-implicit Euler method for stochastic differential delay equation with jumps
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+Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure
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+Weak discrete time approximation of stochastic differential equations with time delay
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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