Runge-Kutta methods for jump-diffusion differential equations (Q654140)
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scientific article; zbMATH DE number 5991188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta methods for jump-diffusion differential equations |
scientific article; zbMATH DE number 5991188 |
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Runge-Kutta methods for jump-diffusion differential equations (English)
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21 December 2011
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Runge-Kutta methods
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jump
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diffusion
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small noise
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mean-square convergence
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numerical examples
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