Numerical solutions of stochastic differential delay equations with jumps (Q5862235)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical solutions of stochastic differential delay equations with jumps |
scientific article; zbMATH DE number 7485190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical solutions of stochastic differential delay equations with jumps |
scientific article; zbMATH DE number 7485190 |
Statements
7 March 2022
0 references
Poisson jump
0 references
Lipschitz condition
0 references
semi-implicit Euler method
0 references
exponential stability
0 references
convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9078702330589294
0 references
0.8971928358078003
0 references
0.89368736743927
0 references
0.8935002088546753
0 references
0.8934197425842285
0 references
