Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270)
From MaRDI portal
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)
0 references
8 February 2019
0 references
stochastic differential equations
0 references
Poisson jumps
0 references
compensated split-step \(\theta\)-method
0 references
convergence
0 references
mean-square stability
0 references
