Pages that link to "Item:Q3558684"

The following pages link to Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation (Q3558684):

Displaying 19 items.

• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
• Stability of exponential Euler method for stochastic systems under Poisson white noise excitations (Q487453) (← links)
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
• Stabilization of the stochastic jump diffusion systems by state-feedback control (Q1659433) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
• Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
• Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)