Pages that link to "Item:Q2486675"
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The following pages link to Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675):
Displaying 50 items.
- Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (Q396243) (← links)
- Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps (Q410238) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
- Stability of exponential Euler method for stochastic systems under Poisson white noise excitations (Q487453) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
- Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching (Q718385) (← links)
- Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
- Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753) (← links)
- Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
- The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
- Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
- Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps (Q1643373) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171) (← links)
- Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846) (← links)
- Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
- Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise (Q1728240) (← links)
- Stochastic control of drill-heads driven by Lévy processes (Q1737797) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
- Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
- Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps (Q2007502) (← links)
