Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:08, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure |
scientific article |
Statements
Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (English)
0 references
24 June 2009
0 references
The author considers delay differential equations driven by Wiener and Poisson processes. He proposes a semi-implicit Euler method and proves its convergence in the mean-square sense.
0 references
compensated Poisson random measure
0 references
semi-implicit Euler method
0 references
strong convergence
0 references
delay differential equations
0 references
Wiener process
0 references
Poisson process
0 references
convergence
0 references