scientific article

zbMath1230.60071MaRDI QIDQ3103685

Lin Hu, Si-qing Gan

Publication date: 8 December 2011

Full work available at URL: http://www.kcam.biz/contents/table_contents_view.php?idx=1259&Len=

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotical stabilityMilstein methodstochastic differential equation with Poisson-driven jumps

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps ⋮ A long term analysis of stochastic theta methods for mean reverting linear process with jumps

This page was built for publication: