The following pages link to (Q4351952):
Displayed 23 items.
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- Exact linearization of one-dimensional jump-diffusion stochastic differential equations (Q840343) (← links)
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435) (← links)
- Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes (Q2957022) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← 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)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)