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scientific article; zbMATH DE number 5042389
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English
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scientific article; zbMATH DE number 5042389

    Statements

    author
    Desmond J. Higham
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    publication date
    25 July 2006
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    zbMATH Keywords
    jump-diffusions
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    implicit Euler scheme
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    strong convergence
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    numerical stability
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    65L20
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    34F05
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    60H10
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    60H35
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    zbMATH DE Number
    5042389
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