Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106)

scientific article

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English	Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments	scientific article

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instance of

scholarly article

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title

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (English)

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author

N. E. Zubov

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published in

Science China. Mathematics

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publication date

5 May 2021

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zbMATH Keywords

stiff stochastic differential equation

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jump diffusion

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piecewise continuous argument

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compensated split-step balanced method

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strong convergence

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mean-square exponential stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11425-019-1781-6

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cites work

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A class of split-step balanced methods for stiff stochastic differential equations

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms

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Identifiers

zbMATH Open document ID

1469.65034

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DOI

10.1007/s11425-019-1781-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:829106