Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps
Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps
J. Tan,Hongli Wang
2011 · DOI: 10.1080/00207160903474206
International Journal of Computational Mathematics · 18 Citations
TLDR
This paper deals with the mean-square (MS) stability of the Euler–Maruyama method for stochastic differential delay equations (SDDEs) with jumps and establishes the definition of the MS-stability of numerical methods for SDDEs with jumps.