Pages that link to "Item:Q885946"

The following pages link to Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946):

Displaying 11 items.

• Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
• Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• (Q5862235) (← links)
• Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps (Q6107990) (← links)
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
• Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
• Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (Q6179864) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)