Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems
type: Item
instance of: scholarly article
title: Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems
zbMATH Open document ID: 1444.65004
author: Weiwei Men
author: Jianguo Tan
published in: Advances in Difference Equations
publication date: 2019-02-19T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7025774
zbMATH Keywords: jump-diffusion systems
zbMATH Keywords: nonlinear
zbMATH Keywords: compensated split-step \(\theta\)-method
zbMATH Keywords: convergence rate
MaRDI profile type: Publication
full work available at URL: s13662-017-1247-6
OpenAlex ID: W2734129096
Wikidata QID: Q59525011
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DOI: 10.1186/S13662-017-1247-6
description: scientific article; zbMATH DE number 7025774