Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments
type: Item
instance of: scholarly article
title: Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments
zbMATH Open document ID: 1469.65034
author: N. E. Zubov
published in: Science China. Mathematics
publication date: 2021-05-05T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 7344475
zbMATH Keywords: stiff stochastic differential equation
zbMATH Keywords: jump diffusion
zbMATH Keywords: piecewise continuous argument
zbMATH Keywords: compensated split-step balanced method
zbMATH Keywords: strong convergence
zbMATH Keywords: mean-square exponential stability
MaRDI profile type: Publication
full work available at URL: s11425-019-1781-6
OpenAlex ID: W3090113728
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DOI: 10.1007/S11425-019-1781-6
description: scientific article; zbMATH DE number 7344475