Pages that link to "Item:Q5063465"

The following pages link to Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465):

Displaying 7 items.

• Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)