Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270): Difference between revisions
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Revision as of 01:34, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps |
scientific article |
Statements
Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (English)
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8 February 2019
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stochastic differential equations
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Poisson jumps
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compensated split-step \(\theta\)-method
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convergence
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mean-square stability
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