Taylor approximation of stochastic functional differential equations with the Poisson jump
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Publication:1682171
DOI10.1186/1687-1847-2013-230zbMath1386.60206OpenAlexW2163873752WikidataQ59301169 ScholiaQ59301169MaRDI QIDQ1682171
Publication date: 28 November 2017
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-1847-2013-230
numerical solutionPoisson jumpTaylor approximationsstochastic functional differential delay equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05)
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Cites Work
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