Pages that link to "Item:Q629527"
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The following pages link to Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527):
Displaying 6 items.
- 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)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
- Almost periodic solutions for a second-order nonlinear equation with mixed delays (Q2171665) (← links)
- Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes (Q2451313) (← links)
