Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems |
scientific article |
Statements
Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (English)
0 references
27 December 2013
0 references
stability
0 references
Brownian motion
0 references
Poisson jump
0 references
Markovian switching
0 references
Euler-Maruyama approximation
0 references
backward Euler-Maruyama method
0 references
stochastic differential equation
0 references
