Q5862235 (Q5862235): Difference between revisions

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+Continuous-time Markov chains. An applications-oriented approach
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+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
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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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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Q5479951
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+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
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+Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
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+Q4369402
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+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
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+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
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+Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
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+The semi-implicit Euler method for stochastic differential delay equation with jumps
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