Pages that link to "Item:Q272583"
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The following pages link to Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583):
Displaying 3 items.
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
- Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
