Pages that link to "Item:Q2315818"
From MaRDI portal
The following pages link to An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818):
Displaying 10 items.
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
- The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm (Q2029118) (← links)
- Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations (Q2080634) (← links)
- A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
- Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (Q2196055) (← links)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model (Q3298105) (← links)
- A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
