Pages that link to "Item:Q983262"
From MaRDI portal
The following pages link to Numerical solution of stochastic differential equations with jumps in finance (Q983262):
Displaying 25 items.
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Moment evolution equations and moment matching for stochastic image EPDiff (Q6134291) (← links)
- A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise (Q6143590) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process (Q6160586) (← links)
- Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
- Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique (Q6174048) (← links)
- On the Unraveling of Open Quantum Dynamics (Q6181200) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- Fixed time stability of discrete-time stochastic dynamical systems (Q6546825) (← links)
- Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
- A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space (Q6569007) (← links)
- Giant oscillations of diffusion in ac-driven periodic systems (Q6570784) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- Memory-induced absolute negative mobility (Q6592583) (← links)
- Learning to simulate sequentially generated data via neural networks and Wasserstein training (Q6599355) (← links)
- Statistical inference for stochastic differential equations (Q6602008) (← links)
- Fokker-Planck modeling of the stochastic dynamics of a Rijke tube (Q6604819) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
- A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes (Q6647794) (← links)
- An accurate numerical scheme for mean-field forward and backward SDEs with jumps (Q6662392) (← links)
