Pages that link to "Item:Q987597"
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The following pages link to Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597):
Displayed 10 items.
- 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)
- Stability of exponential Euler method for stochastic systems under Poisson white noise excitations (Q487453) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
- Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764) (← links)
- B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
- Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
- The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)