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

@@ Property / author @@
-La-Sheng Wang
@@ Property / author: La-Sheng Wang / rank @@
-Normal rank
@@ Property / author @@
-Chang-Lin Mei
@@ Property / author: Chang-Lin Mei / rank @@
-Normal rank
@@ Property / author @@
+La-Sheng Wang
@@ Property / author: La-Sheng Wang / rank @@
+Normal rank
@@ Property / author @@
+Chang-Lin Mei
@@ Property / author: Chang-Lin Mei / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2007.03.027
+Normal rank
@@ Property / OpenAlex ID @@
+W1988067132
@@ Property / OpenAlex ID: W1988067132 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+A survey of numerical methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of neutral stochastic differential difference equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Introduction to the numerical analysis of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Continuous \(\Theta\)-methods for the stochastic pantograph equation
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
+Normal rank
@@ Property / cites work @@
+Q5479951
@@ Property / cites work: Q5479951 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998788
@@ Property / cites work: Q3998788 / rank @@
+Normal rank