Pages that link to "Item:Q2446407"

The following pages link to Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407):

Displaying 15 items.

• On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
• Stochastic flows of SDEs with non-Lipschitz coefficients and singular time (Q1726929) (← links)
• Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients (Q2042043) (← links)
• Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems (Q2065596) (← links)
• Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces (Q2071441) (← links)
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2136672) (← links)
• Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
• Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
• Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises (Q5074271) (← links)
• Nonlinear filtering of stochastic differential equations with correlated Lévy noises (Q5086724) (← links)
• Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients (Q5853641) (← links)
• Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises (Q6038472) (← links)
• Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)