Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00211-005-0611-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2034692694 / rank | |||
Normal rank | |||
Revision as of 01:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for nonlinear stochastic differential equations with jumps |
scientific article |
Statements
Numerical methods for nonlinear stochastic differential equations with jumps (English)
0 references
5 August 2005
0 references
A-stability
0 references
B-stability
0 references
backward Euler
0 references
compensated Poisson process
0 references
Euler - Maruyama
0 references
exponential stability
0 references
global Lipschitz
0 references
implicit method
0 references
jump-diffusion
0 references
mean-square stability
0 references
nonlinear stability
0 references
one-sided Lipschitz
0 references
Poisson process
0 references
strong convergence
0 references
stepsize control
0 references
numerical examples
0 references
