Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614)
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scientific article; zbMATH DE number 6116599
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| English | Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process |
scientific article; zbMATH DE number 6116599 |
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Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (English)
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18 December 2012
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doubly perturbed stochastic delay differential equations
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order of convergence
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Euler-Maruyama method
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0.7977973222732544
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0.7937830090522766
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0.7859885096549988
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0.7851843237876892
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