Pages that link to "Item:Q3757084"
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The following pages link to In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations (Q3757084):
Displaying 12 items.
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise (Q2191844) (← links)
- Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (Q5076944) (← links)
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
