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

@@ Property / cites work @@
+Local linearization method for the numerical solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Approximation of continuous time stochastic processes by the local linearization method revisited
+Normal rank
@@ Property / cites work @@
+Simulation of stochastic differential equations through the local linearization method. A comparative study
+Normal rank
@@ Property / cites work @@
+Product expansion for stochastic jump diffusions and its application to numerical approximation
+Normal rank
@@ Property / cites work @@
+Exact solutions and doubly efficient approximations of jump-diffusion itô equations
+Normal rank
@@ Property / cites work @@
+Time Discrete Taylor Approximations for It?? Processes with Jump Component
+Normal rank
@@ Property / cites work @@
+Q4839955
@@ Property / cites work: Q4839955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2784993
@@ Property / cites work: Q2784993 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparative study of estimation methods for continuous time stochastic processes
+Normal rank
@@ Property / cites work @@
+Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Estimation for nonlinear stochastic differential equations by a local linearization method<sup>1</sup>
+Normal rank