Pages that link to "Item:Q2315938"

The following pages link to Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938):

Displaying 18 items.

• A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
• Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
• Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems'' (Q2312669) (← links)
• Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366) (← links)
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
• Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise (Q6577583) (← links)
• On convergence of splitting-up algorithm for stochastic partial differential equations with jump (Q6665216) (← links)
• The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model (Q6665412) (← links)
• Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay (Q6668704) (← links)