Stochastic differential delay equations with jumps, under nonlinear growth condition (Q5190573)

From MaRDI portal
scientific article; zbMATH DE number 5683083
Language Label Description Also known as
English
Stochastic differential delay equations with jumps, under nonlinear growth condition
scientific article; zbMATH DE number 5683083

    Statements

    Stochastic differential delay equations with jumps, under nonlinear growth condition (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 March 2010
    0 references
    Euler-Maruyama method
    0 references
    stochastic theta method
    0 references
    Lipschitz condition
    0 references
    Itô's formula
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references