Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps
| Autor: | Quanwei Ren, Hongjiong Tian |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Computational and Applied Mathematics. 41 |
| ISSN: | 1807-0302 2238-3603 |
| DOI: | 10.1007/s40314-022-01824-3 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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