Pages that link to "Item:Q885949"

The following pages link to Strong approximations of stochastic differential equations with jumps (Q885949):

Displaying 36 items.

• Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
• Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
• A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
• On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
• Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
• An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q765113) (← 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 implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
• Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
• Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
• Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797) (← links)
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
• The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: new framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case (Q2113096) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Controllable Markov jump processes. I: Optimum filtering based on complex observations (Q2320292) (← links)
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
• Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
• On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
• The Euler Scheme for Feller Processes (Q3114570) (← links)
• Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
• First Order Strong Approximations of Jump Diffusions (Q3431322) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
• Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
• From Markov processes to semimartingales (Q6168534) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)