Pages that link to "Item:Q1962171"
From MaRDI portal
The following pages link to The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171):
Displaying 6 items.
- A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
