کلمة المفتاح compensated split-step $theta$ method / (1 مقالة)
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مؤلف : Taherinasab، Yasser ؛ Amini، Mohammad ؛ Soheili، Ali R ؛
مجلة:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (24 صفحة - من 103 إلی 126 )
الکلمات المفتاحية:Nonlinear stochastic differential equationsPoisson jumpcompensated split-step $theta$ methodone-sided Lipschitz conditionforward-backward Euler-Maruyama methodmean-square stability
| مجلة (عدد المقال) |
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| مجلة Journal of Mathematics and Modeling in Finance 1 |
کلمات المفتاح ذات الصلة
forward-backward Euler-Maruyama methodmean-square stabilityNonlinear stochastic differential equationsone-sided Lipschitz conditionPoisson jump