Two-stage stochastic Runge-Kutta methods for stochastic differential equations with jump diffusion (Q390020)
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scientific article; zbMATH DE number 6249019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage stochastic Runge-Kutta methods for stochastic differential equations with jump diffusion |
scientific article; zbMATH DE number 6249019 |
Statements
Two-stage stochastic Runge-Kutta methods for stochastic differential equations with jump diffusion (English)
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22 January 2014
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stochastic differential equation
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stochastic Runge-Kutta methods
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jump-diffusion process
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convergence
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numerical test
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