Pages that link to "Item:Q718383"
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The following pages link to Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383):
Displaying 14 items.
- Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
- A note on order of convergence of numerical method for neutral stochastic functional differential equations (Q430392) (← links)
- Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems (Q551070) (← links)
- Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← 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)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
- Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps (Q2050054) (← links)
- Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034) (← links)
- Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
- Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
- <i>p</i>TH Moment Exponential Stability of Stochastic Partial Differential Equations with Poisson Jumps (Q5172931) (← links)
- Poisson stable solutions and solution maps for stochastic functional differential equations (Q6058967) (← links)
