Pages that link to "Item:Q272583"

The following pages link to Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583):

Displaying 9 items.

• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
• In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations (Q3757084) (← links)
• Numerical approximations for nonlinear stochastic systems with delays (Q5704544) (← links)