|
Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2001, Volume 41, Number 6, Pages 922–937
(Mi zvmmf1329)
|
|
|
|
This article is cited in 4 scientific papers (total in 4 papers)
New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations
D. F. Kuznetsov Saint-Petersburg State Polytechnical University
Received: 15.03.2000
Citation:
D. F. Kuznetsov, “New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 41:6 (2001), 922–937; Comput. Math. Math. Phys., 41:6 (2001), 874–888
Linking options:
https://www.mathnet.ru/eng/zvmmf1329 https://www.mathnet.ru/eng/zvmmf/v41/i6/p922
|
Statistics & downloads: |
Abstract page: | 270 | Full-text PDF : | 116 | References: | 51 | First page: | 1 |
|