Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps |
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Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (English)
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4 June 2014
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mean-square dissipativity
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stochastic differential equations with jumps
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compensated numerical methods
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non-compensated numerical methods
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backward Euler method
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