Pages that link to "Item:Q2369121"
From MaRDI portal
The following pages link to Convergence of numerical solutions to stochastic delay differential equations with jumps (Q2369121):
Displaying 31 items.
- Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
- Numerical analysis for stochastic partial differential delay equations with jumps (Q369701) (← links)
- A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
- Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
- Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps (Q448676) (← links)
- Stability of exponential Euler method for stochastic systems under Poisson white noise excitations (Q487453) (← links)
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
- Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Numerical analysis for stochastic age-dependent population equations with Poisson jumps (Q860657) (← links)
- Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042) (← links)
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
- Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
- The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Mean square asymptotic stability in nonlinear stochastic neutral Volterra-Levin equations with Poisson jumps and variable delays (Q1664111) (← links)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435) (← links)
- Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
- Almost sure convergence of the numerical discretization of stochastic jump diffusions (Q1840680) (← links)
- Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps (Q2050054) (← links)
- Controllability and optimal control for a class of time-delayed fractional stochastic integro-differential systems (Q2234292) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
- The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points (Q2431342) (← links)
- Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
- Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
- Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach (Q5263565) (← links)
