Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process |
scientific article; zbMATH DE number 6116599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process |
scientific article; zbMATH DE number 6116599 |
Statements
Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (English)
0 references
18 December 2012
0 references
doubly perturbed stochastic delay differential equations
0 references
order of convergence
0 references
Euler-Maruyama method
0 references
0 references
0 references
0 references
0 references