Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps
DOI10.1007/s40314-022-01824-3OpenAlexW4220997335WikidataQ115373264 ScholiaQ115373264MaRDI QIDQ2125924
Publication date: 14 April 2022
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-022-01824-3
stochastic differential equationmean-square convergencemean-square stabilityPoisson jumptwo-step Milstein method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical analysis (65-XX)
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