Pages that link to "Item:Q1840680"
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The following pages link to Almost sure convergence of the numerical discretization of stochastic jump diffusions (Q1840680):
Displaying 10 items.
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations (Q1395293) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Q3043428) (← links)
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
