The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The semi-implicit Euler method for stochastic differential delay equation with jumps
scientific article

    Statements

    The semi-implicit Euler method for stochastic differential delay equation with jumps (English)
    0 references
    0 references
    0 references
    0 references
    1 September 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential delay equations
    0 references
    Poisson jump
    0 references
    continuous \(\theta \)-method
    0 references
    mean-square convergence
    0 references
    0 references
    0 references