Stochastic differential delay equations with jumps, under nonlinear growth condition
Author:
Affiliation:
1. a Department of Mathematics , Wales Institute of Mathematical and Computational Science, Swansea University , Swansea, SA2 8PP, UK
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500903251832
Reference13 articles.
1. Pricing contingent claims on stocks driven by Lévy processes
2. Numerical Solutions of Stochastic Differential Delay Equations with Jumps
3. Mean-Square and Asymptotic Stability of the Stochastic Theta Method
4. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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