The following pages link to (Q3962270):
Displayed 5 items.
- Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation) (Q808100) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)