Pages that link to "Item:Q5086424"
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The following pages link to Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424):
Displaying 9 items.
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
