Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516)
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English | Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump |
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Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (English)
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20 January 2022
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split-step \(\theta \)-Milstein scheme
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exponential mean-square stability
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stochastic delay integro-differential equations
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Poisson jump
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Lyapunov function
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