Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients
The numerical methods in the current known literature require the stochastic differential equations (SDEs) driven by Poisson random measure satisfying the global Lipschitz condition and the linear growth condition. In this paper, Euler's method is introduced for SDEs driven by Poisson random measure...
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| Główni autorzy: | , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Wiley
2012-01-01
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| Seria: | Journal of Applied Mathematics |
| Dostęp online: | http://dx.doi.org/10.1155/2012/675781 |
| Etykiety: |
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