Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924): Difference between revisions

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-.1007/s40314-022-01824-3
@@ Property / DOI: 10.1007/s40314-022-01824-3 / rank @@
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-Hong-Jiong Tian
@@ Property / author: Hong-Jiong Tian / rank @@
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+Hong-Jiong Tian
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+Multistep methods for SDEs and their application to problems with small noise
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+The truncated EM method for stochastic differential equations with Poisson jumps
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+Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps
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+Q3996259
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@@ Property / cites work @@
+Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps
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@@ Property / cites work @@
+Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps
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+Q3998788
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@@ Property / cites work @@
+Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems
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@@ Property / cites work @@
+Two-step Milstein schemes for stochastic differential equations
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@@ Property / cites work @@
+Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps
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@@ Property / DOI @@
+.1007/S40314-022-01824-3
@@ Property / DOI: 10.1007/S40314-022-01824-3 / rank @@
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+Publication:2125924