Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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Property / zbMATH DE Number: 6571301 / rank | |||
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Poisson process | |||
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global Lipschitz | |||
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one-side Lipschitz | |||
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split-step | |||
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strong convergence | |||
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Revision as of 15:49, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Numerical methods for nonlinear stochastic delay differential equations with jumps |
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Numerical methods for nonlinear stochastic delay differential equations with jumps (English)
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20 April 2016
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Poisson process
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global Lipschitz
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one-side Lipschitz
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split-step
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strong convergence
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