Pages that link to "Item:Q1713191"
From MaRDI portal
The following pages link to Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191):
Displaying 6 items.
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
