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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
Full-text PDF (2289 kB) Citations (4)
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Received: 15.03.2000
Bibliographic databases:
Document Type: Article
UDC: 519.624.2
MSC: Primary 60J60; Secondary 60H10, 34F05, 60J75, 35R60
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kuz01}
\by D.~F.~Kuznetsov
\paper New representations of explicit one-step numerical methods for jump-diffusion stochastic differential equations
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2001
\vol 41
\issue 6
\pages 922--937
\mathnet{http://mi.mathnet.ru/zvmmf1329}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1851158}
\zmath{https://zbmath.org/?q=an:1025.60033}
\transl
\jour Comput. Math. Math. Phys.
\yr 2001
\vol 41
\issue 6
\pages 874--888
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  • https://www.mathnet.ru/eng/zvmmf1329
  • https://www.mathnet.ru/eng/zvmmf/v41/i6/p922
    Erratum
    This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:51
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