Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675): Difference between revisions
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Revision as of 03:39, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Numerical methods for nonlinear stochastic differential equations with jumps |
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Numerical methods for nonlinear stochastic differential equations with jumps (English)
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5 August 2005
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A-stability
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B-stability
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backward Euler
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compensated Poisson process
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Euler - Maruyama
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exponential stability
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global Lipschitz
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implicit method
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jump-diffusion
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mean-square stability
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nonlinear stability
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one-sided Lipschitz
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Poisson process
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strong convergence
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stepsize control
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numerical examples
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