Convergence balanced methods for stochastic variable delay differential equations with Poisson jumps

MaRDI QIDQ4986044zbMATH OpenFDO

Authors Xuezhong Bao, Lin Hu, Huiqing Guo

Publication date 26 April 2021

zbMATH Keywords

balanced methodsmean-square convergencePoisson jumpstochastic variable delay differential equation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(4)

• Convergence and stability of the balanced methods for stochastic differential equations with jumps
• Convergence and stability of balanced methods for stochastic variable delay differential equations
• Mean square convergence and stability of balanced methods for stochastic variable delay differential equations
• Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion

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