Pages that link to "Item:Q933117"
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The following pages link to Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes (Q933117):
Displayed 13 items.
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← 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)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435) (← links)
- Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes (Q2451313) (← links)