CORC  > 山东大学
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
DOI10.4208/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.
个性服务
查看访问统计
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。


©版权所有 ©2017 CSpace - Powered by CSpace