Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935)
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scientific article; zbMATH DE number 6242199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems |
scientific article; zbMATH DE number 6242199 |
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Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (English)
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27 December 2013
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stability
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Brownian motion
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Poisson jump
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Markovian switching
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Euler-Maruyama approximation
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backward Euler-Maruyama method
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stochastic differential equation
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