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Compensated stochastic theta methods for stochastic differential delay equations with jumps.

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Title: Compensated stochastic theta methods for stochastic differential delay equations with jumps.
Authors: Li, Qiyong1,2, lihaihust@yahoo.com.cn, Gan, Siqing2, Wang, Xiaojie2
Source: International Journal of Computer Mathematics; May2013, Vol. 90 Issue 5, p1057-1071, 15p, 1 Chart, 4 Graphs
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 87844931
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  Data: Compensated stochastic theta methods for stochastic differential delay equations with jumps.
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Computer+Mathematics%22">International Journal of Computer Mathematics</searchLink>; May2013, Vol. 90 Issue 5, p1057-1071, 15p, 1 Chart, 4 Graphs
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1080/00207160.2012.745517
    Languages:
      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 1057
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      – TitleFull: Compensated stochastic theta methods for stochastic differential delay equations with jumps.
        Type: main
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          Name:
            NameFull: Li, Qiyong
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            NameFull: Gan, Siqing
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            NameFull: Wang, Xiaojie
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            – D: 01
              M: 05
              Text: May2013
              Type: published
              Y: 2013
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              Value: 90
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              Value: 5
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            – TitleFull: International Journal of Computer Mathematics
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