Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771)
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scientific article; zbMATH DE number 6885684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure |
scientific article; zbMATH DE number 6885684 |
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Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (English)
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12 June 2018
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stochastic differential equations with piecewise continuous arguments driven by Poisson random measure
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the compensated split-step theta method
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strongly convergent in \(p\)th moment
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exponential mean square stability
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