Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7494137
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps |
scientific article; zbMATH DE number 7494137 |
Statements
Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (English)
0 references
21 March 2022
0 references
compensated two-step Maruyama methods
0 references
Poisson jumps
0 references
Adams method
0 references
mean-square convergence
0 references
mean-square stability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.91578513
0 references
0.8983935
0 references
0.8948843
0 references
0.8915579
0 references
0.8876108
0 references
0.8870695
0 references
0.88531303
0 references
0.88491696
0 references