Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
DOI10.1080/10236198.2013.774388zbMath1286.65013OpenAlexW2153435191MaRDI QIDQ2868935
Fuke Wu, Xiaofeng Zong, Tianhai Tian
Publication date: 27 December 2013
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236198.2013.774388
stabilitystochastic differential equationBrownian motionMarkovian switchingbackward Euler-Maruyama methodPoisson jumpEuler-Maruyama approximation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (5)
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