Runge-Kutta methods for jump-diffusion differential equations (Q654140): Difference between revisions

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Latest revision as of 18:19, 4 July 2024

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Runge-Kutta methods for jump-diffusion differential equations
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    Runge-Kutta methods for jump-diffusion differential equations (English)
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    21 December 2011
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    Runge-Kutta methods
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    jump
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    diffusion
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    small noise
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    mean-square convergence
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    numerical examples
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