Pages that link to "Item:Q2662602"
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The following pages link to Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602):
Displaying 4 items.
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
- Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
