کلیدواژه one-sided Lipschitz condition / (1 مقاله)
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نویسنده : Taherinasab، Yasser ؛ Amini، Mohammad ؛ Soheili، Ali R ؛
مجله:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (24 صفحه - از 103 تا 126 )
کلیدواژه ها:Nonlinear stochastic differential equationsPoisson jumpcompensated split-step $theta$ methodone-sided Lipschitz conditionforward-backward Euler-Maruyama methodmean-square stability