Pages that link to "Item:Q947594"
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The following pages link to A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations (Q947594):
Displayed 22 items.
- The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
- Survival and stationary distribution analysis of a stochastic competitive model of three species in a polluted environment (Q887132) (← links)
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
- Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction (Q2094490) (← links)
- Dynamical behaviors of a stochastic food chain system with Ornstein-Uhlenbeck process (Q2125033) (← links)
- A stochastic differential equation SIS epidemic model incorporating Ornstein-Uhlenbeck process (Q2153234) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
- Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
- Stationary distribution of a stochastic vegetation-water system with reaction-diffusion (Q2236750) (← links)
- Strong convergence of the partially truncated Euler-Maruyama scheme for a stochastic age-structured SIR epidemic model (Q2286036) (← links)
- Environmental variability in a stochastic epidemic model (Q2318213) (← links)
- A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function (Q2662663) (← links)
- Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
- Analysis of a stochastic logistic model with diffusion and Ornstein–Uhlenbeck process (Q5883446) (← links)
- Analysis of a stochastic Lotka–Volterra competitive system with infinite delays and Ornstein–Uhlenbeck process (Q5886514) (← links)
- Dynamic property of a stochastic cooperative species system with distributed delays and Ornstein–Uhlenbeck process (Q6122999) (← links)
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)