Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558): Difference between revisions

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Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump
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    Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (English)
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    26 July 2018
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    stochastic delay differential equation with jump
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    delay CIR model with jump
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    balanced method
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    convergence
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    non-negativity
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    moment boundedness
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