Mean-Square Convergence of Drift-Implicit One-Step Methods for Neutral Stochastic Delay Differential Equations with Jump Diffusion
A class of drift-implicit one-step schemes are proposed for the neutral stochastic delay differential equations (NSDDEs) driven by Poisson processes. A general framework for mean-square convergence of the methods is provided. It is shown that under certain conditions global error estimates for a met...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Wiley
2011-01-01
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| Serie: | Discrete Dynamics in Nature and Society |
| Accesso online: | http://dx.doi.org/10.1155/2011/917892 |
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