Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation (Q3558684)
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scientific article; zbMATH DE number 5704347
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| English | Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation |
scientific article; zbMATH DE number 5704347 |
Statements
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation (English)
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6 May 2010
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asymptotic stability
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backward Euler
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Euler-Maruyama
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jump-diffusion
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Poisson process
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stochastic differential equation
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theta method
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trapezoidal rule
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numerical examples
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0.9535328
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0.92934436
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0.9284417
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0.92800665
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0.9276736
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0.9239799
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0.91920197
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0.9155002
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0.91374564
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