Pages that link to "Item:Q2029741"

The following pages link to On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741):

Displaying 7 items.

• On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
• On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119) (← links)
• Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)