Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps

This paper focuses on mean-square dissipativity of several numerical methods applied to a class of stochastic differential equations with jumps. The conditions under which the underlying systems are mean-square dissipative are given. It is shown that the mean-square dissipativity is preserved by the...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Applied numerical mathematics 2014-08, Vol.82, p.44-50
Hauptverfasser:	Ma, Qiang, Ding, Deqiong, Ding, Xiaohua
Format:	Artikel
Sprache:	eng
Schlagworte:	Compensated numerical methods Constrictions Differential equations Dissipation Mathematical models Mean-square dissipativity Non-compensated numerical methods Numerical analysis Stochastic differential equations with jumps Stochasticity
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!