Pages that link to "Item:Q2301275"

The following pages link to Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275):

Displaying 10 items.

• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
• Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)