Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935): Difference between revisions
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scientific article
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English | Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems |
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Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (English)
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27 December 2013
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stability
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Brownian motion
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Poisson jump
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Markovian switching
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Euler-Maruyama approximation
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backward Euler-Maruyama method
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stochastic differential equation
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