Convergence and stability of implicit methods for jump-diffusion systems

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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scientific article; zbMATH DE number 6830743 (Why is no real title available?)
Multiscale Integration Schemes for Jump-Diffusion Systems
Optimal global approximation of stochastic differential equations with additive Poisson noise
Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps
Exponential mean square stability of numerical methods for systems of stochastic differential equations
Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps
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Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps
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On tamed Milstein schemes of SDEs driven by Lévy noise
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Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps
Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching
Numerical solutions of stochastic differential delay equations with jumps
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
A long term analysis of stochastic theta methods for mean reverting linear process with jumps
Numerical conservation issues for jump Pearson diffusions
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Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
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Runge-Kutta methods for jump-diffusion differential equations
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Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
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Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
Strong approximations of stochastic differential equations with jumps
Stochastic -methods for a class of jump-diffusion stochastic pantograph equations with random magnitude
Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
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Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
Compensated stochastic theta methods for stochastic differential equations with jumps
The semi-implicit Euler method for stochastic differential delay equation with jumps

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