Pages that link to "Item:Q1760797"
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The following pages link to Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797):
Displaying 3 items.
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
