Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596)
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 methods for a class of jump-diffusion systems with random magnitudes |
scientific article; zbMATH DE number 5950327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical methods for a class of jump-diffusion systems with random magnitudes |
scientific article; zbMATH DE number 5950327 |
Statements
Numerical methods for a class of jump-diffusion systems with random magnitudes (English)
0 references
23 September 2011
0 references
stochastic differential delay equations
0 references
random jump magnitude
0 references
semi-implicit Euler method
0 references
0 references
0 references
0 references
0.8608514666557312
0 references
0.8402064442634583
0 references
0.832976222038269
0 references
