scientific article; zbMATH DE number 3784039

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(16)

Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control
Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients
Product expansion for stochastic jump diffusions and its application to numerical approximation
Exact simulation of the first passage time through a given level of jump diffusions
Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes
Approximation of jump diffusions in finance and economics
Multilevel Monte Carlo implementation for SDEs driven by truncated stable processes
Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions
A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets
Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems
A new first order numerical scheme for nonlinear jump-diffusion problems and its strong convergence analysis
Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation)
Strong approximations of stochastic differential equations with jumps
A survey of numerical methods for stochastic differential equations

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