EULER-MARUYAMA METHOD FOR SOME NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH JUMP-DIFFUSION (Q5258040)
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scientific article; zbMATH DE number 6450428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EULER-MARUYAMA METHOD FOR SOME NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH JUMP-DIFFUSION |
scientific article; zbMATH DE number 6450428 |
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EULER-MARUYAMA METHOD FOR SOME NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH JUMP-DIFFUSION (English)
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25 June 2015
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Euler-Maruyama method
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compensated Poisson process
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stochastic differential equations
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jump diffusion
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nonlinearity
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convergence
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