Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
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Publication:1925614
DOI10.1007/s40065-012-0026-1zbMath1255.60116WikidataQ59289530 ScholiaQ59289530MaRDI QIDQ1925614
Publication date: 18 December 2012
Published in: Arabian Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40065-012-0026-1
order of convergence; Euler-Maruyama method; doubly perturbed stochastic delay differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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