Pages that link to "Item:Q1356347"
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The following pages link to The Euler scheme for Lévy driven stochastic differential equations (Q1356347):
Displaying 50 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Dynamics of a Leslie-Gower Holling-type II predator-prey system with Lévy jumps (Q387145) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures (Q435088) (← links)
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps (Q497734) (← links)
- Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps (Q509318) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- On a stochastic delayed predator-prey model with Lévy jumps (Q529955) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Noise-induced oscillations in an actively mode-locked laser (Q604036) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces (Q639996) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Long time behavior for stochastic Burgers equations with jump noises (Q722654) (← links)
- Optimal harvesting strategy of a stochastic inshore-offshore hairtail fishery model driven by Lévy jumps in a polluted environment (Q784085) (← links)
- Euler scheme and tempered distributions (Q850027) (← links)
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure (Q855292) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise (Q1048178) (← links)
- Regularity and stability for the semigroup of jump diffusions with state-dependent intensity (Q1617154) (← links)
- Analysis of stochastic two-prey one-predator model with Lévy jumps (Q1619105) (← links)
- Extinction and persistence of a stochastic nonlinear SIS epidemic model with jumps (Q1619955) (← links)
- Analysis of a delayed vaccinated SIR epidemic model with temporary immunity and Lévy jumps (Q1690488) (← links)
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- LG-Holling type II diseased predator ecosystem with Lévy noise and white noise (Q1711309) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- Permanence and extinction of a stochastic delay logistic model with jumps (Q1718544) (← links)
- Asymptotic behavior of a stochastic non-autonomous predator-prey system with jumps (Q1732202) (← links)
- Dynamics of a stochastic one-prey two-predator model with Lévy jumps (Q1733466) (← links)
- Two impulsive stochastic delay single-species models incorporating Lévy noise (Q1786984) (← links)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
