Convergence of numerical solutions to stochastic forest evolution equation with Poisson jump

zbMATH Open1240.65009MaRDI QIDQ3170420FDOQ3170420

Qimin Zhang, Shuting Lü

Publication date: 29 September 2011

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zbMATH Keywords

convergenceBurkholder-Davis-Gundy inequalityEuler methodPoisson jumpItô formulastochastic forest system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Cited In (2)

• Convergence of numerical solutions to stochastic forest evolution system
• Convergence of the semi-implicit Euler method for stochastic forest evolution equations

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