Pages that link to "Item:Q2865107"
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The following pages link to Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (Q2865107):
Displaying 6 items.
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897) (← links)
- \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations driven by a symmetric \(\alpha \)-stable process (Q2227328) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
- Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190) (← links)
