Pages that link to "Item:Q3101609"

The following pages link to Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609):

Displaying 18 items.

• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
• Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← 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 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)
• Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
• Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409) (← links)
• Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks (Q2096324) (← links)
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
• T-stability of the Heun method and balanced method for solving stochastic differential delay equations (Q2336524) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
• Unconditionally positivity and boundedness preserving schemes for a FitzHugh–Nagumo equation (Q3451426) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• A new convergence and positivity analysis of balanced Euler method for stochastic age‐dependent population equations (Q6066431) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps (Q6107990) (← links)