Pages that link to "Item:Q2242830"
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The following pages link to Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830):
Displaying 8 items.
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Stochastic serotonin model with discontinuous drift (Q2140061) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556) (← links)
