✦ LIBER ✦

Numerical Solutions of Stochastic Differential Delay Equations with Jumps

✍ Scribed by Jacob, Niels; Wang, Yongtian; Yuan, Chenggui

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Almost sure exponential stability of num

✍ Qiyong Li; Siqing Gan 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 580 KB

Numerical methods for nonlinear stochast

✍ Zhao, Guihua; Liu, Mingzhu 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 401 KB

Comparison Theorem for Stochastic Differ

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

Compensated stochastic theta methods for

✍ Li, Qiyong; Gan, Siqing; Wang, Xiaojie 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 280 KB

Numerical methods for nonlinear stochast

✍ Desmond J. Higham; Peter.E. Kloeden 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 216 KB

Stability in distribution of mild soluti

✍ Bao, J.; Truman, A.; Yuan, C. 📂 Article 📅 2009 🏛 The Royal Society 🌐 English ⚖ 324 KB