Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps

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International Journal of Computer Mathematics, Vol. 88, Iss. 2, 2011-01 ,pp. : 421-429

Taylor & Francis Ltd

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Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule

By Morlais Marie-Amelie  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 1, 2013-02 ,pp. : 1-26

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The improved split-step backward Euler method for stochastic differential delay equations

By Wang Xiaojie   Gan Siqing  

International Journal of Computer Mathematics, Vol. 88, Iss. 11, 2011-07 ,pp. : 2359-2378

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Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients

By Przybyłowicz Paweł  

International Journal of Computer Mathematics, Vol. 91, Iss. 7, 2014-07 ,pp. : 1461-1479

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Multilayer structures of second-order linear differential equations of Euler type and their application to nonlinear oscillations

By Yamaoka N.   Sugie J.  

Ukrainian Mathematical Journal, Vol. 58, Iss. 12, 2006-12 ,pp. : 1935-1949

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