Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/10236198.2013.774388 / rank
 
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Latest revision as of 04:18, 7 July 2024

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Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
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    Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (English)
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    27 December 2013
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    stability
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    Brownian motion
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    Poisson jump
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    Markovian switching
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    Euler-Maruyama approximation
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    backward Euler-Maruyama method
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    stochastic differential equation
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