Pages that link to "Item:Q2855739"

The following pages link to Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739):

Displaying 11 items.

• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
• A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
• Mean-square stability of stochastic age-dependent delay population systems with jumps (Q1709432) (← links)
• Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
• Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
• Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196) (← links)
• Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
• Convergence and stability of exponential Euler method for linear stochastic differential equations with variable delay (Q6665162) (← links)