Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical methods for nonlinear stochastic delay differential equations with jumps |
scientific article |
Statements
Numerical methods for nonlinear stochastic delay differential equations with jumps (English)
0 references
20 April 2016
0 references
Poisson process
0 references
global Lipschitz
0 references
one-side Lipschitz
0 references
split-step
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references