Convergence and stability of the compensated split-step θ-method for stochastic differential equations with jumps
Crossref DOI link: https://doi.org/10.1186/1687-1847-2014-209
Published Online: 2014-08-04
Published Print: 2014-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tan, Jianguo
Mu, Zhiming
Guo, Yongfeng
Text and Data Mining valid from 2014-08-04
Article History
Received: 27 December 2013
Accepted: 8 July 2014
First Online: 4 August 2014