Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps

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Publication:2125924

DOI10.1007/s40314-022-01824-3OpenAlexW4220997335WikidataQ115373264 ScholiaQ115373264MaRDI QIDQ2125924

Quanwei Ren, Hong-Jiong Tian

Publication date: 14 April 2022

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-022-01824-3






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