scientific article; zbMATH DE number 6830743

DOI10.13338/J.ISSN.1006-8341.2017.02.013zbMATH Open1399.65010MaRDI QIDQ3131109FDOQ3131109

Authors: Ying Du, Jinru Liu 

Publication date: 29 January 2018

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zbMATH Keywords

mean-square convergencestochastic differential equation with jumpscompensated \(\theta \)-balanced methodimplicit jump term

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (4)

• Implicit numerical solutions for solving stochastic differential equations with jumps
• New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations
• Convergence and stability of implicit methods for jump-diffusion systems
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems

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