Pages that link to "Item:Q5153697"
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The following pages link to Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697):
Displaying 7 items.
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
