Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation (Q3558684)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation |
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Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation (English)
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6 May 2010
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asymptotic stability
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backward Euler
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Euler-Maruyama
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jump-diffusion
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Poisson process
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stochastic differential equation
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theta method
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trapezoidal rule
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numerical examples
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