Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218)
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scientific article; zbMATH DE number 7025774
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| English | Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems |
scientific article; zbMATH DE number 7025774 |
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Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (English)
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19 February 2019
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jump-diffusion systems
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nonlinear
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compensated split-step \(\theta\)-method
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convergence rate
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0.870380163192749
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0.8555201888084412
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0.8354985117912292
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0.832901120185852
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