Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps | |
Xu Yang | |
刊名 | Advances in Applied Mathematics and Mechanics |
2016 | |
卷号 | 8期号:6页码:1004-1022 |
关键词 | Split-step scheme strong convergence stochastic differential equation jump-diffusion one-side Lipschitz condition |
DOI | 10.4208/aamm.2015.m1208 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4759549 |
专题 | 山东大学 |
作者单位 | 1.School of Mathematics, Shandong University, Jinan, 250100, China 2.School of Mathematics, Shandong University, Jinan, 250100, China |
推荐引用方式 GB/T 7714 | Xu Yang. Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps[J]. Advances in Applied Mathematics and Mechanics,2016,8(6):1004-1022. |
APA | Xu Yang.(2016).Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps.Advances in Applied Mathematics and Mechanics,8(6),1004-1022. |
MLA | Xu Yang."Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps".Advances in Applied Mathematics and Mechanics 8.6(2016):1004-1022. |
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