Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps |
scientific article |
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Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (English)
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14 April 2022
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stochastic differential equation
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Poisson jump
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two-step Milstein method
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mean-square stability
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mean-square convergence
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