STRONG ERROR ANALYSIS OF JUMP-ADAPTED SPLIT-STEP BACKWARD EULER METHOD FOR NONLINEAR JUMP-DIFFUSION PROBLEMS

Yang Xu, Chen Qing, Zhao Weidong

Mathematica Numerica Sinica ›› 2025, Vol. 47 ›› Issue (4) : 561-575.

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中国科学院数学与系统科学研究院期刊网
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Mathematica Numerica Sinica ›› 2025, Vol. 47 ›› Issue (4) : 561-575. DOI: 10.12286/jssx.j2024-1241 CSTR: 32030.14.jssx.j2024-1241
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STRONG ERROR ANALYSIS OF JUMP-ADAPTED SPLIT-STEP BACKWARD EULER METHOD FOR NONLINEAR JUMP-DIFFUSION PROBLEMS

  • Yang Xu1, Chen Qing1, Zhao Weidong2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2025, 47(4): 561-575 https://doi.org/10.12286/jssx.j2024-1241

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