Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897): Difference between revisions

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Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
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    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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