Zhixin Yang, G. Yin, Haibo Li. Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. J. Computational Applied Mathematics, 275:197-212, 2015. [doi]
@article{YangYL15,
title = {Stability of numerical methods for jump diffusions and Markovian switching jump diffusions},
author = {Zhixin Yang and G. Yin and Haibo Li},
year = {2015},
doi = {10.1016/j.cam.2014.08.012},
url = {http://dx.doi.org/10.1016/j.cam.2014.08.012},
researchr = {https://researchr.org/publication/YangYL15},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {275},
pages = {197-212},
}