Pages that link to "Item:Q654140"
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The following pages link to Runge-Kutta methods for jump-diffusion differential equations (Q654140):
Displayed 7 items.
- Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← 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)
- Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
- Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)