Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675): Difference between revisions

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+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
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+Numerical methods for strong solutions of stochastic differential equations: an overview
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+Financial Modelling with Jump Processes
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+The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
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+Exact solutions and doubly efficient approximations of jump-diffusion itô equations
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+Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients
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