Pages that link to "Item:Q885949"
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The following pages link to Strong approximations of stochastic differential equations with jumps (Q885949):
Displaying 7 items.
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
- Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)
- On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- From Markov processes to semimartingales (Q6168534) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)