The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559)
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English | The semi-implicit Euler method for stochastic differential delay equation with jumps |
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The semi-implicit Euler method for stochastic differential delay equation with jumps (English)
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1 September 2010
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stochastic differential delay equations
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Poisson jump
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continuous \(\theta \)-method
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mean-square convergence
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