Pages that link to "Item:Q1760797"

The following pages link to Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797):

Displaying 8 items.

• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results (Q866946) (← links)
• Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions (Q1760810) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
• Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems (Q5163205) (← links)
• Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310) (← links)