Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure |
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Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (English)
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24 June 2009
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The author considers delay differential equations driven by Wiener and Poisson processes. He proposes a semi-implicit Euler method and proves its convergence in the mean-square sense.
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compensated Poisson random measure
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semi-implicit Euler method
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strong convergence
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delay differential equations
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Wiener process
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Poisson process
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convergence
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