Pages that link to "Item:Q4539416"
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The following pages link to Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures (Q4539416):
Displaying 8 items.
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Erratum to ``Monte Carlo simulation in the stochastic analysis of non-linear systems under external stationary Poisson white noise input'' (Q873284) (← links)
- Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\) (Q930373) (← links)
- Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations (Q2470172) (← links)
- Convergence of moments of tau leaping schemes for unbounded Markov processes on integer lattices (Q2788629) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme (Q6572662) (← links)
