Pages that link to "Item:Q4331093"
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The following pages link to Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps (Q4331093):
Displaying 18 items.
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- The Euler-Maruyama approximation for the absorption time of the CEV diffusion (Q432579) (← links)
- The Euler-Maruyama approximations for the CEV model (Q553454) (← links)
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I (Q2641003) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line (Q2954459) (← links)
- Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Q3043428) (← links)
- Rate of Convergence of the Euler Approximation for Diffusion Processes (Q3359716) (← links)
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
- Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
- Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
