Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps (Q5391495)
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scientific article; zbMATH DE number 5875273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps |
scientific article; zbMATH DE number 5875273 |
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Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps (English)
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6 April 2011
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stochastic differential delay equations
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Poisson jumps
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Euler-Maruyama methods
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mean-square stability
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numerical experiment
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