Pages that link to "Item:Q475669"
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The following pages link to Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669):
Displaying 9 items.
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← 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)
- Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
- The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364) (← links)
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients (Q4997856) (← links)
