Pages that link to "Item:Q1356347"
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The following pages link to The Euler scheme for Lévy driven stochastic differential equations (Q1356347):
Displayed 28 items.
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Euler scheme and tempered distributions (Q850027) (← links)
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure (Q855292) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise (Q1048178) (← links)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
- Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
- Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
- Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Approximations for Solutions of Lévy-Type Stochastic Differential Equations (Q3182402) (← links)
- LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (Q3576952) (← links)
- Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (Q4409045) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- Discrete time approximation of BSDEs driven by a Lévy process (Q5324866) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)