Pages that link to "Item:Q1726218"
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The following pages link to Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218):
Displayed 4 items.
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
