Sciweavers

SIAMSC
2008
150views more  SIAMSC 2008»
13 years 11 months ago
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...
Graeme D. Chalmers, Desmond J. Higham