Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (Q6168164)
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scientific article; zbMATH DE number 7709625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients |
scientific article; zbMATH DE number 7709625 |
Statements
Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients (English)
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10 July 2023
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compensated stochastic theta methods
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mean-square convergence
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mean-square stability
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jump-diffusion SDEs
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super-linearly growing coefficients
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