Pages that link to "Item:Q2423605"

The following pages link to The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605):

Displaying 21 items.

• Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump (Q2027354) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034) (← links)
• Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• (Q5060729) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
• Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump (Q6136459) (← links)
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)