Pages that link to "Item:Q2642601"

The following pages link to Approximation of jump diffusions in finance and economics (Q2642601):

Displaying 13 items.

• Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps (Q410238) (← links)
• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
• Stability of exponential Euler method for stochastic systems under Poisson white noise excitations (Q487453) (← links)
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
• Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
• Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
• Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797) (← links)
• Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• (Q5168842) (← links)
• Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)