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  Mean-square Stability and Convergence of Compensated Split-Step theta-method for Nonlinear Jump Diffusion Systems

  Writer : Taherinasab، Yasser ؛ Amini، Mohammad ؛ Soheili، Ali R ؛

  Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (‎24 page(s) - From 103 to 126 )

  Keywords:Nonlinear stochastic differential equationsPoisson jumpcompensated split-step ‌$theta‌$ methodone-sided Lipschitz conditionforward-backward Euler-Maruyama methodmean-square stability

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