Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897): Difference between revisions
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Revision as of 00:16, 28 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure |
scientific article |
Statements
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (English)
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12 January 2018
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stochastic differential equations
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Poisson random measure
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convergence
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exponential mean-square stability
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