Pages that link to "Item:Q3395069"

The following pages link to Adaptive Weak Approximation of Diffusions with Jumps (Q3395069):

Displaying 22 items.

• Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
• Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
• Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
• Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
• Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
• Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797) (← links)
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
• Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) (← links)
• A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
• An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
• Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (Q2665547) (← links)
• Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes (Q2957022) (← links)
• Towards automatic global error control: Computable weak error expansion for the tau-leap method (Q3094134) (← links)
• Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
• Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)