The following pages link to (Q4351952):
Displayed 6 items.
- Exact linearization of one-dimensional jump-diffusion stochastic differential equations (Q840343) (← 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)
- Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)