Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897)
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scientific article; zbMATH DE number 6825865
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| English | Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure |
scientific article; zbMATH DE number 6825865 |
Statements
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (English)
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12 January 2018
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stochastic differential equations
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Poisson random measure
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convergence
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exponential mean-square stability
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0.8477685451507568
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0.8346684575080872
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0.828195333480835
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0.8192408084869385
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