Runge-Kutta methods for jump-diffusion differential equations (Q654140)
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scientific article; zbMATH DE number 5991188
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| English | Runge-Kutta methods for jump-diffusion differential equations |
scientific article; zbMATH DE number 5991188 |
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Runge-Kutta methods for jump-diffusion differential equations (English)
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21 December 2011
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Runge-Kutta methods
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jump
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diffusion
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small noise
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mean-square convergence
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numerical examples
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0.8763883113861084
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0.8325015902519226
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0.8324099183082581
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0.8050011396408081
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0.7935870289802551
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