Pages that link to "Item:Q5215840"
From MaRDI portal
The following pages link to Strong convergence of the tamed and the semi-tamed Euler schemes for stochastic differential equations with jumps under non-global Lipschitz condition (Q5215840):
Displaying 8 items.
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
- Numerical analysis of fully discrete finite element methods for the stochastic Navier-Stokes equations with multiplicative noise (Q822197) (← links)
- A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model (Q2129156) (← links)
- On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
- Optimally convergent mixed finite element methods for the time-dependent 2D/3D stochastic closed-loop geothermal system with multiplicative noise (Q6561368) (← links)
