Pages that link to "Item:Q1720270"

The following pages link to Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270):

Displaying 14 items.

• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
• Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← 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)
• Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
• Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
• The inverse source problem of Cherenkov radiation model (Q2085648) (← links)
• Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
• Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
• Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)