Pages that link to "Item:Q2486675"

The following pages link to Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675):

Displaying 50 items.

• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• Exponential mean-square stability properties of stochastic linear multistep methods (Q2045092) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
• The inverse source problem of Cherenkov radiation model (Q2085648) (← links)
• Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
• Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
• Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
• Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
• Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Stability analysis of two-sectors stochastic economic growth model (Q2425835) (← links)
• Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407) (← links)
• Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647) (← links)
• Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• Approximation of jump diffusions in finance and economics (Q2642601) (← links)
• Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
• Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices (Q2788629) (← links)
• On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
• Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196) (← links)
• Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
• The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
• Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
• Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
• THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
• Convergence and stability of impulsive stochastic differential equations (Q3174856) (← links)
• Approximations for Solutions of Lévy-Type Stochastic Differential Equations (Q3182402) (← links)
• First Order Strong Approximations of Jump Diffusions (Q3431322) (← links)
• Stability and Strong Convergence for Spatial Stochastic Kinetics (Q4555227) (← links)
• Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
• Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients (Q4997856) (← links)
• The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226) (← links)