Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764): Difference between revisions

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+Financial Modelling with Jump Processes
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+Dissipativity of \(\theta \)-methods for nonlinear delay differential equations of neutral type
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+The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Dissipativity of one-leg methods for dynamical systems with delays
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+Dissipativity of one-leg methods for neutral delay integro-differential equations
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+Dissipativity of θ-methods for a class of nonlinear neutral delay integro-differential equations
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+Compensated stochastic theta methods for stochastic differential equations with jumps
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