Pages that link to "Item:Q2371996"

The following pages link to Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996):

Displaying 21 items.

• Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps (Q448676) (← links)
• Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
• Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
• Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
• Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753) (← links)
• An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
• Convergence of numerical solutions to stochastic delay differential equations with jumps (Q2369121) (← links)
• Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691) (← links)
• Approximate solutions of stochastic differential delay equations with Markovian switching (Q2496259) (← links)
• Convergence of numerical solution to stochastic delay functional differential equations with Poisson jump and Markovian switching (Q2983657) (← links)
• Stability of stochastic<i>θ</i>-methods for stochastic delay integro-differential equations (Q3008351) (← links)
• Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
• Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method (Q6596655) (← links)