Stochastic differential delay equations with jumps, under nonlinear growth condition (Q5190573)
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scientific article; zbMATH DE number 5683083
Language | Label | Description | Also known as |
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English | Stochastic differential delay equations with jumps, under nonlinear growth condition |
scientific article; zbMATH DE number 5683083 |
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Stochastic differential delay equations with jumps, under nonlinear growth condition (English)
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18 March 2010
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Euler-Maruyama method
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stochastic theta method
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Lipschitz condition
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Itô's formula
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