Convergence of numerical solutions to stochastic forest evolution equation with Poisson jump
zbMATH Open1240.65009MaRDI QIDQ3170420FDOQ3170420
Authors: Shuting Lü, Qimin Zhang 
Publication date: 29 September 2011
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convergenceBurkholder-Davis-Gundy inequalityEuler methodPoisson jumpItô formulastochastic forest system
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 (5)
- Stability of numerical solutions to stochastic forest evolution equations with Poisson jump
- Existence and uniqueness of numerical solutions to a stochastic forest evolution equation with Poisson jump
- Convergence of numerical solutions to stochastic forest expansion systems with Poisson jump based on semi-implicit Euler method
- 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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