Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2013.12.174
@@ Property / DOI: 10.1016/j.amc.2013.12.174 / rank @@
-Normal rank
@@ Property / author @@
-Gui-Hua Zhao
@@ Property / author: Gui-Hua Zhao / rank @@
-Normal rank
@@ Property / author @@
-Ming-Zhu Liu
@@ Property / author: Ming-Zhu Liu / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K50
@@ Property / Mathematics Subject Classification ID: 34K50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6571301
@@ Property / zbMATH DE Number: 6571301 / rank @@
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@@ Property / zbMATH Keywords @@
+Poisson process
@@ Property / zbMATH Keywords: Poisson process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global Lipschitz
@@ Property / zbMATH Keywords: global Lipschitz / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+one-side Lipschitz
@@ Property / zbMATH Keywords: one-side Lipschitz / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+split-step
@@ Property / zbMATH Keywords: split-step / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong convergence
@@ Property / zbMATH Keywords: strong convergence / rank @@
+Normal rank
@@ Property / author @@
+Gui-Hua Zhao
@@ Property / author: Gui-Hua Zhao / rank @@
+Normal rank
@@ Property / author @@
+Ming-Zhu Liu
@@ Property / author: Ming-Zhu Liu / 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.2013.12.174
+Normal rank
@@ Property / OpenAlex ID @@
+W2055968530
@@ Property / OpenAlex ID: W2055968530 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / 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 @@
+Q5556832
@@ Property / cites work: Q5556832 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Q5479951
@@ Property / cites work: Q5479951 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
+Normal rank
@@ Property / cites work @@
+Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations
+Normal rank
@@ Property / cites work @@
+Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Q3998788
@@ Property / cites work: Q3998788 / rank @@
+Normal rank
@@ Property / cites work @@
+The semi-implicit Euler method for stochastic differential delay equation with jumps
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2013.12.174
@@ Property / DOI: 10.1016/J.AMC.2013.12.174 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:272583