Pages that link to "Item:Q2486675"
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The following pages link to Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675):
Displaying 3 items.
- Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
- Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients (Q4997856) (← links)
