Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching
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Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
- An analytic approximation of solutions of stochastic differential equations
- Approximate solutions of stochastic differential delay equations with Markovian switching
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
- Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
- Convergence and stability of numerical solutions to SDDEs with Markovian switching
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
- Numerical methods for nonlinear stochastic differential equations with jumps
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
- Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching
- Stochastic Differential Equations with Markovian Switching
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump
- The semi-implicit Euler method for stochastic differential delay equation with jumps
Cited in
(7)- Convergence of numerical solution to stochastic delay functional differential equations with Poisson jump and Markovian switching
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump
- Geometric analysis of reachability and observability for impulsive systems on complex field
- A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations
- Approximate solutions of stochastic differential delay equations with Markovian switching
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
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