Pages that link to "Item:Q524004"

The following pages link to On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004):

Displaying 23 items.

• Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
• A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
• Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
• On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
• On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients (Q2029741) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients (Q2321119) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
• Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization (Q4992254) (← links)
• The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226) (← links)
• Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
• Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← 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)