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In this paper,we develop a new split-step θ(CSSθ)method for a class of highly nonlinear stochastic differential equations with jumps(SDEwJs).
Strong convergence of the split-step θ-method for highly nonlinear stochastic differential equations
【摘 要】
：
In this paper,we develop a new split-step θ(CSSθ)method for a class of highly nonlinear stochastic differential equations with jumps(SDEwJs).
【机 构】
：
DepartmentofMathematics,TianjinPolytechnicUniversity,Tianjin,300387,PRChina
【出 处】
：
第一届随机动力学国际会议暨第四届随机动力系统国际会议(The First International Conferenc
【发表日期】
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2015年6期
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