The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:50, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The semi-implicit Euler method for stochastic differential delay equation with jumps |
scientific article |
Statements
The semi-implicit Euler method for stochastic differential delay equation with jumps (English)
0 references
1 September 2010
0 references
stochastic differential delay equations
0 references
Poisson jump
0 references
continuous \(\theta \)-method
0 references
mean-square convergence
0 references