DISCRETIZATION OF JUMP STOCHASTIC DIFFERENTIAL EQUATIONS IN TERMS OF
MULTIPLE STOCHASTIC INTEGRALS

Journal of Computational Mathematics ›› 1998, Vol. 16 ›› Issue (4) : 375-384.

PDF(4880 KB)
PDF(4880 KB)
Journal of Computational Mathematics ›› 1998, Vol. 16 ›› Issue (4) : 375-384.

DISCRETIZATION OF JUMP STOCHASTIC DIFFERENTIAL EQUATIONS IN TERMS OF
MULTIPLE STOCHASTIC INTEGRALS

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DISCRETIZATION OF JUMP STOCHASTIC DIFFERENTIAL EQUATIONS IN TERMS OFMULTIPLE STOCHASTIC INTEGRALS

    Chunwah Li(1),Sheng-chang Wu (2), Xiao-qing Liu(2)
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 1998, 16(4): 375-384
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 1998, 16(4): 375-384
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