Runge-Kutta methods for jump-diffusion differential equations (Q654140)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta methods for jump-diffusion differential equations |
scientific article |
Statements
Runge-Kutta methods for jump-diffusion differential equations (English)
0 references
21 December 2011
0 references
Runge-Kutta methods
0 references
jump
0 references
diffusion
0 references
small noise
0 references
mean-square convergence
0 references
numerical examples
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
