Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739)
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scientific article; zbMATH DE number 6217926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compensated stochastic theta methods for stochastic differential delay equations with jumps |
scientific article; zbMATH DE number 6217926 |
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Compensated stochastic theta methods for stochastic differential delay equations with jumps (English)
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22 October 2013
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stochastic differential delay equations
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Poisson jumps
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stochastic theta methods
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compensated stochastic theta methods
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mean-square stability
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P-stability
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Wiener process
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Poisson process
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numerical experiments
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0.9358824
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0.91875744
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0.9140775
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0.91342545
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0.91052437
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0.9099679
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0.9071548
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0.9065838
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