Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes

DOI10.1016/j.cam.2010.11.009zbMath1221.65022OpenAlexW2075088864MaRDI QIDQ629527

Mao Wei

Publication date: 9 March 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.11.009

zbMATH Keywords

strong convergencePoisson processstochastic differential delay equationssemi-implicit Euler methodsrandom jump magnitudes

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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