Pages that link to "Item:Q1682171"
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The following pages link to Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171):
Displaying 6 items.
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching (Q534838) (← links)
- An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion (Q668885) (← links)
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
- An approximate method via Taylor series for stochastic functional differential equations (Q1043908) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Time Discrete Taylor Approximations for It?? Processes with Jump Component (Q3810629) (← links)
