Pages that link to "Item:Q1726218"

The following pages link to Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218):

Displaying 8 items.

• Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
• Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
• Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)