Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps

Dynamical Systems And Numerical Analysis

IEEE Computational Science and Engineering · 1997 · 512 citations

Numerical Analysis, Deterministic Dynamical System, Discrete Dynamical System +2

Numerical methods for nonlinear stochastic differential equations with jumps

Desmond J. Higham, Peter E. Kloeden · Numerische Mathematik · 2005 · 232 citations

Numerical Analysis, Engineering, Stochastic Calculus +4

The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps

Albert Gardoń · Stochastic Analysis and Applications · 2004 · 72 citations

Engineering, Stochastic Processes, Stochastic System +11

Dissipativity of Runge-Kutta methods for dynamical systems with delays

Chengming Huang · IMA Journal of Numerical Analysis · 2000 · 66 citations

Numerical Analysis, Time Delay System, Journal Article Dissipativity +8

Compensated stochastic theta methods for stochastic differential equations with jumps

Xiaojie Wang, Siqing Gan · Applied Numerical Mathematics · 2010 · 46 citations

Numerical Analysis, Stochastic Theta Methods, Stochastic System +4