The following pages link to (Q5479951):
Displaying 50 items.
- Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps (Q410238) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← 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)
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
- Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← 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)
- Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
- Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← 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)
- A parallel time integrator for noisy nonlinear oscillatory systems (Q1640871) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
- Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps (Q2007502) (← links)
- Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
- On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
- Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← 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)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Exponential stability and numerical methods of stochastic recurrent neural networks with delays (Q2319087) (← links)
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
- Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump (Q2379076) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
- Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407) (← links)
- Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764) (← links)
- Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
- Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay (Q2633519) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
