Pages that link to "Item:Q645694"

The following pages link to Convergence rate of numerical solutions to SFDEs with jumps (Q645694):

Displayed 24 items.

• Numerical analysis for stochastic partial differential delay equations with jumps (Q369701) ‎ (← links)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) ‎ (← 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)
• Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) ‎ (← links)
• A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) ‎ (← links)
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) ‎ (← links)
• A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching (Q1937528) ‎ (← links)
• Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps (Q2015529) ‎ (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) ‎ (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) ‎ (← links)
• Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) ‎ (← links)
• A Markovian switching diffusion for an SIS model incorporating Lévy processes (Q2083290) ‎ (← links)
• Global stability and positive recurrence of a stochastic SIS model with Lévy noise perturbation (Q2158938) ‎ (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) ‎ (← links)
• Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182) ‎ (← links)
• Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control (Q2288667) ‎ (← links)
• Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations (Q2299813) ‎ (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) ‎ (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) ‎ (← links)
• Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471) ‎ (← links)
• The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (Q4607788) ‎ (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) ‎ (← links)
• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) ‎ (← links)
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) ‎ (← links)