Pages that link to "Item:Q901418"

The following pages link to On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418):

Displaying 13 items.

• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
• Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436) (← links)
• The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
• A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
• An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• A boundary preserving numerical scheme for the Wright-Fisher model (Q2406295) (← links)
• Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)