Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps

Published:2022-04 Issue:3 Volume:41 Page:
ISSN:2238-3603
Container-title:Computational and Applied Mathematics
language:en
Short-container-title:Comp. Appl. Math.

Author:

Ren Quanwei,Tian Hongjiong

Funder

National Natural Science Foundation of China

The youth backbone teacher cultivation project of Henan University of Technology

The youth support project for basic research of Henan University of Technology

High-Level Personal Foundation of Henan University of Technology

Science and Technology Innovation Plan of Shanghai

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Link

https://link.springer.com/content/pdf/10.1007/s40314-022-01824-3.pdf

Reference19 articles.

1. Buckwar E, Winkler R (2006) Multistep methods for SDEs and their application to problems with small noise. SIAM J Numer Anal 44(2):779–803

2. Deng S, Fei W, Liu W, Mao X (2019) The truncated EM method for stochastic differential equations with Poisson jumps. J Comput Appl Math 355:232–257

3. Elaydi S (2005) An introduction to difference equations. Springer, New York

4. Gardoń A (2004) The order of approximations for solutions of Itô-type stochastic differential equations with jumps. Stoch Anal Appl 22(3):679–699

5. Hairer SP, NØrsett E, Wanner G (1993) Solving ordinary differential equations. I: nonstiff problems, 2nd edn. Springer, Berlin

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Strong convergence of a class of adaptive numerical methods for SDEs with jumps;Mathematics and Computers in Simulation;2025-01

2. A Reduced-Order Finite Difference Scheme Based on POD for Fractional Stochastic Advection–Diffusion Equation;Iranian Journal of Science;2023-07-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3