"Asymptotic stability of balanced methods for stochastic jump-diffusion ..."

Lin Hu, Siqing Gan, Xiaojie Wang (2013)

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DOI: 10.1016/J.CAM.2012.08.026

access: open

type: Journal Article

metadata version: 2023-07-04

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Lin Hu, Siqing Gan, Xiaojie Wang:
Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. J. Comput. Appl. Math. 238: 126-143 (2013)

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