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Stochastic processes and financial applicationsNumerical methods for differential equationsFractional Differential Equations Solutions

A Long-Term Analysis of Two Types of Compensated Theta Methods for Jump-Pearson Diffusions

Huanxin Wang, Yubo Zhao, Xiyu Zhao, Min Li

2026.3.1Applied Numerical Mathematics

DOI: 10.1016/j.apnum.2026.03.004

Abstract

Abstract is not available.

Citation format

WANG, Huanxin, et al. A long-term analysis of two types of compensated theta methods for jump-pearson diffusions. Applied Numerical Mathematics, 2026, 225: 259–269.