Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q261246 |
||
| Property / author | |||
| Property / author: Niels Jacob / rank | |||
Revision as of 23:30, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solutions of Stochastic Differential Delay Equations with Jumps |
scientific article |
Statements
Numerical Solutions of Stochastic Differential Delay Equations with Jumps (English)
0 references
13 August 2009
0 references
convergence rate
0 references
Euler-Maruyama method
0 references
stochastic differential delay equations
0 references
stochastic theta method
0 references
