Pages that link to "Item:Q885946"

The following pages link to Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946):

Displaying 50 items.

• Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
• Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
• Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
• An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
• Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
• Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
• Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
• Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← links)
• Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
• A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
• Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
• Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
• Balanced model order reduction for linear random dynamical systems driven by Lévy noise (Q1728240) (← links)
• Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method (Q1986535) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps (Q2050054) (← links)
• The inverse source problem of Cherenkov radiation model (Q2085648) (← links)
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise (Q2175714) (← links)
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
• Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
• Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
• Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems'' (Q2312669) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (Q2332678) (← links)
• Loss of regularity for Kolmogorov equations (Q2338908) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
• The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q4916362) (← links)
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations (Q5026490) (← links)
• Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (Q5028587) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)