Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps |
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Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (English)
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14 April 2021
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stochastic differential equations with jumps
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compensated projected Euler-Maruyama method
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mean square convergence
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C-stability
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B-consistency
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