Convergence and Almost Sure Polynomial Stability of Partially Truncated Split-Step Theta Method for Stochastic Pantograph Models with Lévy Jumps
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DOI: 10.3390/math12132016
Abstract: This paper addresses a stochastic pantograph model with Lévy leaps where non-jump coefficients exceed linearity. The partially truncated split-step theta method is introduced and applied to the proposed model. The finite time Lϱ^(ϱ^≥2) convergence rate… read more here.
Keywords: step theta; truncated split; split step; theta method ... See more keywords