Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
type: Item
instance of: scholarly article
title: Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
zbMATH Open document ID: 1386.65043
DOI: 10.1186/1687-1847-2012-214
author: Minghui Song
author: H. Yu
published in: Advances in Difference Equations
publication date: 2018-01-12T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 6825865
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Poisson random measure
zbMATH Keywords: convergence
zbMATH Keywords: exponential mean-square stability
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1186/1687-1847-2012-214
OpenAlex ID: W2105586431
Wikidata QID: Q59291156
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description: scientific article; zbMATH DE number 6825865