The following pages link to (Q2740458):
Displaying 7 items.
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
- Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- On volatility swaps for stock market forecast: application example CAC 40 French Index (Q1667389) (← links)
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
- Quantification of stochastically stable representative volumes for random heterogeneous materials (Q2505802) (← links)