Numerical methods for nonlinear stochastic differential equations with jumps

2005/05/31 by Desmond J. Higham, Peter.E. Kloeden, Peter E. Kloeden · 241 citations
Economics, Econometrics and Finance · Engineering · Mathematics · Social Sciences · #Applied mathematics #Bounded function #Convergence (economics) #Fluid Dynamics and Turbulent Flows #Insurance, Mortality, Demography, Risk Management #Jump #Lipschitz continuity #Mathematical analysis #Mathematics #Moment (physics) #Nonlinear system #Numerical analysis #Stochastic differential equation #Stochastic processes and financial applications

paper · doi:10.1007/s00211-005-0611-8

published in Numerische Mathematik 101(1), 101-119 (Springer Science+Business Media)

openalex publication_date 2005/05/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

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