Pages that link to "Item:Q2451764"

The following pages link to Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764):

Displaying 12 items.

• Dynamics and simulations of a stochastic predator-prey model with infinite delay and impulsive perturbations (Q721574) (← links)
• Analysis of a stochastic Lotka-Volterra competitive model with infinite delay and impulsive perturbations (Q1750745) (← links)
• On a stochastic Lotka-Volterra competitive system with distributed delay and general Lévy jumps (Q1792982) (← links)
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps (Q2007502) (← links)
• Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps (Q2010734) (← links)
• Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
• Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps (Q2423007) (← links)
• Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)