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Numerical methods for nonlinear stochastic differential equations with jumps

✍ Scribed by Desmond J. Higham; Peter.E. Kloeden

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Compensated stochastic theta methods for

✍ Xiaojie Wang; Siqing Gan 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 291 KB

Numerical methods for stochastic differe

✍ Kloeden, Peter ;Platen, Eckhard 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 60 KB

Comparison Theorem for Stochastic Differ

✍ Jianhai Bao; Chenggui Yuan 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 516 KB

A Stochastic Differential Equation Model

✍ Paramita Chakraborty 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 512 KB

Stability of numerical methods for solvi

✍ S. S. Artem'ev 📂 Article 📅 1994 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 275 KB

Bismut–Elworthy–Li-Type Formulae for Sto

✍ Atsushi Takeuchi 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 656 KB