Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zh. Vychisl. Mat. Mat. Fiz.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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)
References:
PDF
HTML
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{https://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
Linking options:
  • 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
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025