Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596)
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scientific article; zbMATH DE number 5950327
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| 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)
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23 September 2011
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stochastic differential delay equations
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random jump magnitude
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semi-implicit Euler method
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0.8608514666557312
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0.8461011052131653
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0.8402064442634583
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0.832976222038269
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