Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558)
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scientific article; zbMATH DE number 6910445
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| English | Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump |
scientific article; zbMATH DE number 6910445 |
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Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (English)
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26 July 2018
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stochastic delay differential equation with jump
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delay CIR model with jump
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balanced method
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convergence
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non-negativity
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moment boundedness
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0.904211699962616
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0.8260074257850647
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0.7804790139198303
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0.773154616355896
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