Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583)
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scientific article; zbMATH DE number 6571301
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| default for all languages | No label defined |
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| English | Numerical methods for nonlinear stochastic delay differential equations with jumps |
scientific article; zbMATH DE number 6571301 |
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Numerical methods for nonlinear stochastic delay differential equations with jumps (English)
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20 April 2016
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Poisson process
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global Lipschitz
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one-side Lipschitz
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split-step
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strong convergence
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0.8935002088546753
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0.8696021437644958
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0.8598108291625977
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0.8561221957206726
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0.8553471565246582
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