Pages that link to "Item:Q3810629"
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The following pages link to Time Discrete Taylor Approximations for It?? Processes with Jump Component (Q3810629):
Displaying 25 items.
- A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Product expansion for stochastic jump diffusions and its application to numerical approximation (Q1807786) (← links)
- Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
- Analysis of group of fish response to \textit{startle reaction} (Q2083238) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (Q2665547) (← links)
- Higher-Order Weak Approximation of Ito Diffusions by Markov Chains (Q3416058) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations (Q3427667) (← links)
- Relations between multiple ito and stratonovich integrals (Q3985885) (← links)
- Exact solutions and doubly efficient approximations of jump-diffusion itô equations (Q4223643) (← links)
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps (Q5162036) (← links)
- Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process (Q5218374) (← links)
- Weak Euler Approximation for Itô Diffusion and Jump Processes (Q5256274) (← links)
- Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method (Q5374016) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
- A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (Q6091099) (← links)
