Pages that link to "Item:Q879504"

The following pages link to Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504):

Displaying 23 items.

• A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
• Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps (Q410238) (← links)
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps (Q448676) (← links)
• Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
• Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
• Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753) (← links)
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching (Q969138) (← links)
• An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching (Q1034658) (← links)
• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
• Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
• Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
• Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps (Q2015529) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions (Q2242662) (← links)
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• Convergence of numerical solution to stochastic delay functional differential equations with Poisson jump and Markovian switching (Q2983657) (← links)
• Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
• Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach (Q5263565) (← links)
• Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method (Q6596655) (← links)