Pages that link to "Item:Q1356347"

The following pages link to The Euler scheme for Lévy driven stochastic differential equations (Q1356347):

Displaying 50 items.

• Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
• Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
• Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise (Q2004820) (← links)
• Stochastic Cahn-Hilliard equations driven by Poisson random measures (Q2018899) (← links)
• Long time behavior of stochastic Lotka-Volterra competitive system with general Lévy jumps (Q2053094) (← links)
• A stochastic SIR epidemic model with Lévy jump and media coverage (Q2057413) (← links)
• Analysis of a stochastic single species model with Allee effect and jump-diffusion (Q2058231) (← links)
• Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) (← links)
• A stochastic model of HIV infection incorporating combined therapy of HAART driven by Lévy jumps (Q2114336) (← links)
• A delayed vaccinated epidemic model with nonlinear incidence rate and Lévy jumps (Q2137705) (← links)
• Optimal harvesting policy of a stochastic two-species competitive model with Lévy noise in a polluted environment (Q2145204) (← links)
• Stationary distribution and ergodicity of a stochastic food-chain model with Lévy jumps (Q2147631) (← links)
• Optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps (Q2148279) (← links)
• Unbiased parameter inference for a class of partially observed Lévy-process models (Q2148969) (← links)
• Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process (Q2153082) (← links)
• Dynamics of an imprecise SIRS model with Lévy jumps (Q2156872) (← links)
• Survival analysis of a stochastic service-resource mutualism model in a polluted environment with pulse toxicant input (Q2157193) (← links)
• Dynamics of a stochastic population model with Allee effect and Lévy jumps (Q2162560) (← links)
• A dynamics stochastic model with HIV infection of CD4\(^+\) T-cells driven by Lévy noise (Q2213481) (← links)
• Higher-order weak schemes for the Heston stochastic volatility model by extrapolation (Q2235889) (← links)
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
• Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
• The effect of Lévy noise on the survival of a stochastic competitive model in an impulsive polluted environment (Q2293415) (← links)
• Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
• Persistence and extinction of a stochastic non-autonomous Gilpin-Ayala system driven by Lévy noise (Q2300292) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
• An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
• Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
• The approximate Euler method for Lévy driven stochastic differential equations (Q2485324) (← links)
• Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
• Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
• Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
• Approximation of jump diffusions in finance and economics (Q2642601) (← links)
• Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (Q2665547) (← links)
• The effect of Lévy noise and white noise on a Leslie-gower predator-prey system with prey refuge (Q2697282) (← links)
• Recent advances in various fields of numerical probability (Q2786538) (← links)
• Survival analysis of a stochastic single-species population model with jumps in a polluted environment (Q2788457) (← links)
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise (Q2801320) (← links)
• An Euler-Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
• The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes (Q2890080) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• Euler approximated solutions of hybrid stochastic differential equations perturbed by Lévy noise (Q2923836) (← links)
• Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes (Q3121190) (← links)
• Euler Scheme for a Stochastic Goursat Problem (Q3158137) (← links)
• Approximations for Solutions of Lévy-Type Stochastic Differential Equations (Q3182402) (← links)
• Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
• LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (Q3576952) (← links)
• The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
• Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (Q4409045) (← links)