Pages that link to "Item:Q1026318"

The following pages link to Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318):

Displaying 10 items.

• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
• Discrete time waveform relaxation method for stochastic delay differential equations (Q618079) (← links)
• Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
• A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
• Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
• Convergence and stability of exponential Euler method for linear stochastic differential equations with variable delay (Q6665162) (← links)