Local Linear Approximations of Jump Diffusion Processes (Q5488998): Difference between revisions

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+Local linearization method for the numerical solution of stochastic differential equations
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+A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
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+Approximation of continuous time stochastic processes by the local linearization method revisited
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+Simulation of stochastic differential equations through the local linearization method. A comparative study
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+Product expansion for stochastic jump diffusions and its application to numerical approximation
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+Exact solutions and doubly efficient approximations of jump-diffusion itô equations
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+Time Discrete Taylor Approximations for It?? Processes with Jump Component
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+Q2784993
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+Comparative study of estimation methods for continuous time stochastic processes
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+Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
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+Estimation for nonlinear stochastic differential equations by a local linearization method<sup>1</sup>
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+.1239/JAP/1143936252
@@ Property / DOI: 10.1239/JAP/1143936252 / rank @@
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