Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps |
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Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (English)
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24 February 2020
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compensated \(\theta\)-Milstein methods
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mean-square convergence
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asymptotic mean-square stability
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Poisson jump
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