Pages that link to "Item:Q1636771"
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The following pages link to Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771):
Displayed 4 items.
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model (Q2161030) (← links)
- Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
- Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)